AbstractWe introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the energy image density property for Dirichlet forms. The associated gradient is a local operator and gives rise to a nice formula called the lent particle method which consists in adding a particle and taking it back after some calculation
In earlier works Poisson equation in the whole space was studied for so-called ergodic generators L ...
Let $A$ be a set of natural numbers. Recent work has suggested a strong link between the additive en...
This paper examines asymptotic equivalence in the sense of Le Cam between density estimation experim...
29pWe introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on...
AbstractWe introduce a new approach to absolute continuity of laws of Poisson functionals. It is bas...
International audienceWe present a new approach to absolute continuity of laws of Poisson functional...
International audienceIn previous works we have introduced a new method called the lent particle met...
International audienceWe give a extensive account of a recent new way of applying the Dirichlet form...
24 pagesInternational audienceWe apply the Dirichlet forms version of Malliavin calculus to stochast...
With respect to the analysis on Wiener space in the spirit of Malliavin calculus, what brings the Di...
International audienceAlthough introduced in the case of Poisson random measures, the lent particle ...
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and appl...
We propose a new method to apply the Lipschitz functional calculus of local Dirichlet forms to Poiss...
In univariate settings, we prove a strong reinforcement of the energy image density criterion for lo...
We show that the Poisson–Dirichlet distribution is the distribution of points in a scale-invariant P...
In earlier works Poisson equation in the whole space was studied for so-called ergodic generators L ...
Let $A$ be a set of natural numbers. Recent work has suggested a strong link between the additive en...
This paper examines asymptotic equivalence in the sense of Le Cam between density estimation experim...
29pWe introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on...
AbstractWe introduce a new approach to absolute continuity of laws of Poisson functionals. It is bas...
International audienceWe present a new approach to absolute continuity of laws of Poisson functional...
International audienceIn previous works we have introduced a new method called the lent particle met...
International audienceWe give a extensive account of a recent new way of applying the Dirichlet form...
24 pagesInternational audienceWe apply the Dirichlet forms version of Malliavin calculus to stochast...
With respect to the analysis on Wiener space in the spirit of Malliavin calculus, what brings the Di...
International audienceAlthough introduced in the case of Poisson random measures, the lent particle ...
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and appl...
We propose a new method to apply the Lipschitz functional calculus of local Dirichlet forms to Poiss...
In univariate settings, we prove a strong reinforcement of the energy image density criterion for lo...
We show that the Poisson–Dirichlet distribution is the distribution of points in a scale-invariant P...
In earlier works Poisson equation in the whole space was studied for so-called ergodic generators L ...
Let $A$ be a set of natural numbers. Recent work has suggested a strong link between the additive en...
This paper examines asymptotic equivalence in the sense of Le Cam between density estimation experim...
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