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.

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

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

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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