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arxiv: 0809.0382 · v1 · submitted 2008-09-02 · 🧮 math.PR

Error calculus and regularity of Poisson functionals : the lent particle method

classification 🧮 math.PR
keywords calculusmethodpoissonapplydirichleterrorformsfunctional
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We propose a new method to apply the Lipschitz functional calculus of local Dirichlet forms to Poisson random measures.

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