Energy image density property and the lent particle method for Poisson measures

Details Energy image density property and the lent particle method for Poisson measures Energy image density property and the lent particle method for Poisson measures

2008-07-12

arxiv.org/abs/0807.1963v3

Mathematics

Probability

29p

Scientific paper

We introduce a new approach to absolute continuity of laws of Poisson
functionals. It is based on the {\it energy image density} property for
Dirichlet forms and on what we call {\it the lent particle method} which
consists in adding a particle and taking it back after some calculation.

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