Abstract
The lent particle formula allows to compute either the gradient or the carré du champ of a Dirichlet structure associated with a Poissonian distribution of points. Let us explain the case of the carré du champ on two examples.
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© 2015 Springer International Publishing Switzerland
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Bouleau, N., Denis, L. (2015). The Lent Particle Formula. In: Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes. Probability Theory and Stochastic Modelling, vol 76. Springer, Cham. https://doi.org/10.1007/978-3-319-25820-1_5
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DOI: https://doi.org/10.1007/978-3-319-25820-1_5
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Publisher Name: Springer, Cham
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