Construction of Dirichlet structures
Bouleau, Nicolas
HAL, hal-00017931 / Harvested from HAL
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.
Publié le : 1996-07-05
Classification:  Dirichlet forms,  Malliavin calculus,  Poisson point process,  MSC 31C25 60H07,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA]
@article{hal-00017931,
     author = {Bouleau, Nicolas},
     title = {Construction of Dirichlet structures},
     journal = {HAL},
     volume = {1996},
     number = {0},
     year = {1996},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00017931}
}
Bouleau, Nicolas. Construction of Dirichlet structures. HAL, Tome 1996 (1996) no. 0, . http://gdmltest.u-ga.fr/item/hal-00017931/