Energy image density property and local gradient for Poisson random measures
نویسنده
چکیده
We introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the energy image density property for Dirichlet forms and on what we call the lent particle method which consists in adding a particle and taking it back after some calculation. AMS 2000 subject classifications: Primary 60G57, 60H05 ; secondary 60J45,60G51
منابع مشابه
Energy image density property and the lent particle method for Poisson measures
We introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the energy image density property for Dirichlet forms. The associated gradient is a local operator and gives rise to a nice formula called the lent particle method which consists in adding a particle and taking it back after some calculation. AMS 2000 subject classifications: Primary 60G57, 60H05 ;...
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تاریخ انتشار 2008