DUALITY FORMULAS ON THE POISSON SPACE

Authors
PICARD J
Citation
J. Picard, DUALITY FORMULAS ON THE POISSON SPACE, Annales de l'I.H.P. Probabilites et statistiques, 32(4), 1996, pp. 509-548
Citations number
29
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Annales de l'I.H.P. Probabilites et statistiques → ACNP
ISSN journal
02460203
Volume
32
Issue
4
Year of publication
1996
Pages
509 - 548
Database
ISI
SICI code
0246-0203(1996)32:4<509:DFOTPS>2.0.ZU;2-3
Abstract
The integration by parts formula on the Wiener space is transferred to the Poisson space, where it is considered as a consequence of an isom etry formula, Some applications are then dealt with: changes of measur e obtained by adding or substracting masses to the Poisson measure; st udy of a notion of Gibbs measure, and relation with the reversible mea sures for the evolution of an interacting particle system; more genera lly, study of the invariant measures for this system.