9 citations · 16 across the 20 of their papers we have counts for
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Drichlet forms for Poisson measures and Lévy processes : the lent particle method
Nicolas Bouleau, Laurent Denis
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 to study probability spaces. T…
Iteration of the lent particle method for existence of smooth densities of Poisson functionals
Nicolas Bouleau, Laurent Denis
In previous works we have introduced a new method called the lent particle method which is an efficient tool to establish existence of densities for Poisson functionals. We now go…
On error operators related to the arbitrary functions principle
Nicolas Bouleau
The error on a real quantity Y due to the graduation of the measuring instrument may be asymptotically represented, when the graduation is regular and fines down, by a Dirichlet fo…
Improving Monte Carlo simulations by Dirichlet forms
Nicolas Bouleau
Equipping the probability space with a local Dirichlet form with square field operator Γand generator A allows to improve Monte Carlo simulations of expectations and densities as s…