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

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

2008-09-02

arxiv.org/abs/0809.0382v1

Comptes Rendus de l Acad\'emie des Sciences - Series I - Mathematics, 346 (2008) 779-782

Mathematics

Probability

Scientific paper

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

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