Energy image density property and the lent particle method for Poisson measures
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Publication:2391272
Abstract: 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 {it the lent particle method} which consists in adding a particle and taking it back after some calculation.
The authors introduce a new approach to absolute continuity of laws of Poisson functionals based on the \textit{energy image density} property (EID) for Dirichlet forms coupled with the so-called \textit{lent particle method} involving a gradient operator on the Poisson space. More precisely consider a Lévy process \(Y\) and a functional \(V\) of \(Y\). Then the lent particle method consists in first adding a particle, {i.e.} a jump to \(Y\), then compute some quantity related to the gradient of \(V\) and finally take back the particle in order to compute the carré du champ operator of \(V\) associated to the Dirichlet form. Combining the obtained expression of the carré du champ operator and the (EID) property, the regularity of the law of some functionals of Lévy type processes is studied in Section 5.
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- Error calculus and regularity of Poisson functionals: The lent particle method
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