Error calculus and regularity of Poisson functionals: The lent particle method (Q935363)

Let \((X, \nu)\) be a \(\sigma\)-finite measure space equipped with a local Dirichlet structure. This note is concerned with the construction and properties of Dirichlet forms on the space of countable configurations over \(X\), under the Poisson measure with intensity \(\nu\). An application to the absolute continuity of the stochastic integral \(\int_0^t \varphi ( Y_{s^-}) dY_s\), where \((Y_t)_{t\in {\mathbb R}_+}\) is a Lévy process, is given via the energy image density property.