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| HAL: hal-00017931, version 1 |
| Detailed view |  Export this paper |
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| (1996) |
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| Construction of Dirichlet structures |
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| Nicolas Bouleau 1 |
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| We show how the construction of Dirichlet structures allow to equip the main probabilistic objects with Dirichlet forms. We emphasize the case of local white Dirichlet structures on the Poisson space and on the Wiener space. This yields tools for studying the existence of densities of functionals of processes. |
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| 1: | Laboratoire de Mathématiques et Modélisation (LAMM) |
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CNRS : URA1501 – École normale supérieure de Cachan - ENS Cachan – Ecole des Ponts ParisTech |
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| Subject | : | Mathematics/Probability Mathematics/Functional Analysis |
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| Dirichlet forms – Malliavin calculus – Poisson point process |
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| hal-00017931, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00017931 | |
| oai:hal.archives-ouvertes.fr:hal-00017931 | |
| From: Nicolas Bouleau | |
| Submitted on: Wednesday, 18 October 2006 15:32:22 | |
| Updated on: Wednesday, 18 October 2006 15:45:29 | |
