Dirichlet form on a Poisson space

被引：0

作者：

Pontier, M ^{[1
]}

机构：

[1] Univ Toulouse 3, Lab Stat & Probabil, CNRS, UMR C5583, F-31062 Toulouse 4, France

来源：

POTENTIAL ANALYSIS | 2000年 / 13卷 / 04期

关键词：

Dirichlet form; Poisson process; enlargement of filtration;

D O I：

10.1023/A:1026429424767

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A Dirichlet form is built on a Poisson space. Thus a sufficient condition is done so that a random variable L allows an initial enlargement of filtration: G(t)=boolean AND (s >t)F(s)boolean OR sigma (L) where F is the natural filtration of the Poisson process. Moreover, the link is done between this Dirichlet space and a stochastic variations calculus on the Poisson space.

引用

页码：329 / 344

页数：16

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