Error calculus and regularity of Poisson functionals: The lent particle method
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Publication:935363
DOI10.1016/j.crma.2008.05.020zbMath1157.60048arXiv0809.0382MaRDI QIDQ935363
Publication date: 6 August 2008
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.0382
31C25: Dirichlet forms
60H30: Applications of stochastic analysis (to PDEs, etc.)
60G57: Random measures
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Cites Work
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