Error calculus and regularity of Poisson functionals : the lent particle method

Authors

Bouleau, Nicolas

Description

We propose a new method to apply the Lipschitz functional calculus of local Dirichlet forms to Poisson random measures.

Keywords

Probability, 60G57, 60H05, 60J45, 60G51

URI

http://salesiana.dossiersoluciones.com/handle/123456789/168206

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0809.0382
http://arxiv.org/abs/0809.0382
Comptes Rendus de l Académie des Sciences - Series I - Mathematics, 346 (2008) 779-782

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