Error calculus and regularity of Poisson functionals : the lent particle method
Probability
2008-09-03 v1
Abstract
We propose a new method to apply the Lipschitz functional calculus of local Dirichlet forms to Poisson random measures.
Cite
@article{arxiv.0809.0382,
title = {Error calculus and regularity of Poisson functionals : the lent particle method},
author = {Nicolas Bouleau},
journal= {arXiv preprint arXiv:0809.0382},
year = {2008}
}