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- Publisher
- Springer Basel
- Copyright
- © Springer Basel AG 2011
- ISBN
- 978-3-0348-0096-9
- Pages
- 3 –20
- DOI
- 10.1007/978-3-0348-0097-6_1
- Publisher site
- See Chapter on Publisher Site
Abstract
[We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool for studying probability spaces. The argument gives rise to a new explicit calculus that we present first on some simple examples: it consists in adding a particle and taking it back after computing the gradient. Then we apply the method to SDE’s driven by Poisson measure.]
Published: Jul 12, 2011
Keywords: Stochastic differential equation; Poisson functional; Dirichlet form; energy image density; Lévy processes; gradient; carré du champ