Comptes Rendus
no. 13-14
Probability Theory
Error calculus and regularity of Poisson functionals: the lent particle method
[Calcul d'erreur et régularité des fonctionnelles de Poisson : la méthode de la particule prêtée]

Présenté par : Paul Malliavin

Nicolas Bouleau1
1 École des Ponts, Paris-Est, ParisTech, 6 et 8, avenue Blaise-Pascal, cité Descartes, Champs-sur-Marne, Marne-la vallée cedex, France
Comptes Rendus. Mathématique, Volume 346 (2008) no. 13-14, pp. 779-782.

Nous proposons une nouvelle méthode pour appliquer le calcul fonctionnel lipschitzien des formes de Dirichlet locales aux mesures aléatoires de Poisson.

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

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2008.05.020

Nicolas Bouleau 1

1 École des Ponts, Paris-Est, ParisTech, 6 et 8, avenue Blaise-Pascal, cité Descartes, Champs-sur-Marne, Marne-la vallée cedex, France 
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Nicolas Bouleau. Error calculus and regularity of Poisson functionals: the lent particle method. Comptes Rendus. Mathématique, Volume 346 (2008) no. 13-14, pp. 779-782. doi : 10.1016/j.crma.2008.05.020. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2008.05.020/

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  • Nicolas Bouleau; Laurent Denis Iteration of the Lent Particle Method for Existence of Smooth Densities of Poisson Functionals, Potential Analysis, Volume 38 (2013) no. 1, p. 169 | DOI:10.1007/s11118-011-9269-2
  • Nicolas Bouleau; Laurent Denis Application of the lent particle method to Poisson-driven SDEs, Probability Theory and Related Fields, Volume 151 (2011) no. 3-4, p. 403 | DOI:10.1007/s00440-010-0303-x
  • Nicolas Bouleau; Laurent Denis Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method, Stochastic Analysis with Financial Applications, Volume 65 (2011), p. 3 | DOI:10.1007/978-3-0348-0097-6_1
  • Nicolas Bouleau; Laurent Denis Energy image density property and the lent particle method for Poisson measures, Journal of Functional Analysis, Volume 257 (2009) no. 4, p. 1144 | DOI:10.1016/j.jfa.2009.03.004

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