Error calculus and regularity of Poisson functionals : the lent particle method
arXiv:0809.0382
Abstract
We propose a new method to apply the Lipschitz functional calculus of local Dirichlet forms to Poisson random measures.
arXiv:0809.0382
We propose a new method to apply the Lipschitz functional calculus of local Dirichlet forms to Poisson random measures.