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math.PR2008
Error calculus and regularity of Poisson functionals : the lent particle method
Nicolas Bouleau
We propose a new method to apply the Lipschitz functional calculus of local Dirichlet forms to Poisson random measures.
math.PR2008
Energy image density property and the lent particle method for Poisson measures
Nicolas Bouleau, Laurent Denis
We introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the {\it energy image density} property for Dirichlet forms and on what we call {\…