Article ID Journal Published Year Pages File Type
4592448 Journal of Functional Analysis 2009 31 Pages PDF
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