Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method
نویسنده
چکیده
We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool to study probability spaces. The method gives rise to a new explicit calculus that we show first on some simple examples : it consists in adding a particle and taking it back after computing the gradient. Then we apply it to SDE’s driven by Poisson measure.
منابع مشابه
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تاریخ انتشار 2012