Energy image density property and the lent particle method for Poisson measures

被引：16

作者：

Bouleau, Nicolas ^{[1
]}

Denis, Laurent ^{[2
]}

机构：

[1] Ecole Ponts, F-77455 Marne La Vallee 2, France

[2] Univ Evry Val Essonne, Equipe Anal & Probabilites, F-91025 Evry, France

来源：

JOURNAL OF FUNCTIONAL ANALYSIS | 2009年 / 257卷 / 04期

关键词：

Poisson functionals; Dirichlet forms; Energy image density; Levy processes; Gradient; CONFIGURATION-SPACES; STOCHASTIC INTEGRALS; DIRICHLET FORMS; FUNCTIONALS; CALCULUS; GEOMETRY;

D O I：

10.1016/j.jfa.2009.03.004

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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. (C) 2009 Elsevier Inc. All rights reserved.

引用

页码：1144 / 1174

页数：31

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