Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4592448 | Journal of Functional Analysis | 2009 | 31 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory