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Connections and curvature in the Riemannian geometry of configuration spaces
, 2001
"... Torsion free connections and a notion of curvature are introduced on the infinite dimensional nonlinear configuration space \Gamma of a Riemannian manifold M under a Poisson measure. This allows to state identities of Weitzenbock type and energy identities for anticipating stochastic integral opera ..."
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Cited by 10 (1 self)
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Torsion free connections and a notion of curvature are introduced on the infinite dimensional nonlinear configuration space \Gamma of a Riemannian manifold M under a Poisson measure. This allows to state identities of Weitzenbock type and energy identities for anticipating stochastic integral operators. The onedimensional Poisson case itself gives rise to a nontrivial geometry, a de RhamHodge Kodaira operator, and a notion of Ricci tensor under the Poisson measure. The methods used in this paper have been so far applied to ddimensional Brownian path groups, and rely on the introduction of a particular tangent bundle and associated damped gradient. Key words: Configuration spaces, Poisson spaces, covariant derivatives, curvature, connections. Mathematics Subject Classification (1991). Primary: 60H07, 58G32, 53B21. Secondary: 53B05, 58A10, 58C35, 60H25. 1
Laplace operators on differential forms over configuration spaces
 J. Geom. Phys
"... Spaces of differential forms over configuration spaces with Poisson measures are constructed. The corresponding Laplacians (of Bochner and de Rham type) on forms and associated semigroups are considered. Their probabilistic interpretation is given. 2000 AMS Mathematics Subject Classification. 60G57, ..."
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Cited by 7 (3 self)
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Spaces of differential forms over configuration spaces with Poisson measures are constructed. The corresponding Laplacians (of Bochner and de Rham type) on forms and associated semigroups are considered. Their probabilistic interpretation is given. 2000 AMS Mathematics Subject Classification. 60G57, 58A10Contents
Energy image density property and the lent particle method for Poisson measures
 Jour. of Functional Analysis
"... We introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the energy image density property for Dirichlet forms. The associated gradient is a local operator and gives rise to a nice formula called the lent particle method which consists in adding a particle an ..."
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Cited by 6 (4 self)
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We introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the energy image density property for Dirichlet forms. The associated gradient is a local operator and gives rise to a nice formula called the lent particle method which consists in adding a particle and taking it back after some calculation.
Laplace operators and diffusions in tangent bundles over Poisson spaces
 Preprint SFB 256 No. 629, Universität
, 1999
"... Spaces of differential forms over configuration spaces with Poisson measures are constructed. The corresponding Laplacians (of Bochner and de Rham type) on 1forms and associated semigroups are considered. Their probabilistic interpretation is given. 1 ..."
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Cited by 5 (4 self)
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Spaces of differential forms over configuration spaces with Poisson measures are constructed. The corresponding Laplacians (of Bochner and de Rham type) on 1forms and associated semigroups are considered. Their probabilistic interpretation is given. 1
de Rham cohomology of configuration spaces with Poisson measure
 J. Funct. Anal
, 1995
"... The space ΓX of all locally finite configurations in a Riemannian manifold X of infinite volume is considered. The deRham complex of squareintegrable differential forms over ΓX, equipped with the Poisson measure, and the corresponding deRham cohomology are studied. The latter is shown to be unitari ..."
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Cited by 3 (0 self)
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The space ΓX of all locally finite configurations in a Riemannian manifold X of infinite volume is considered. The deRham complex of squareintegrable differential forms over ΓX, equipped with the Poisson measure, and the corresponding deRham cohomology are studied. The latter is shown to be unitarily isomorphic to a certain Hilbert tensor algebra generated by the L 2cohomology of the underlying manifold X.
ANALYSIS AND GEOMETRY ON MARKED CONFIGURATION SPACES
, 2006
"... We carry out analysis and geometry on a marked configuration space ΩM X over a Riemannian manifold X with marks from a space M. We suppose that M is a homogeneous space M of a Lie group G. As a transformation group A on ΩM X we take the “lifting ” to ΩMX of the action on X×M of the semidirect produc ..."
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Cited by 2 (0 self)
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We carry out analysis and geometry on a marked configuration space ΩM X over a Riemannian manifold X with marks from a space M. We suppose that M is a homogeneous space M of a Lie group G. As a transformation group A on ΩM X we take the “lifting ” to ΩMX of the action on X×M of the semidirect product of the group Diff0(X) of diffeomorphisms on X with compact support and the group GX of smooth currents, i.e., all C ∞ mappings of X into G which are equal to the identity element outside of a compact set. The marked Poisson measure πσ on ΩM X with Lévy measure σ on X × M is proven to be quasiinvariant under the action of A. Then, we derive a geometry on by a natural “lifting ” of the corresponding geometry on X × M. In particular, we construct a ΩM X gradient ∇Ω and a divergence div Ω. The associated volume elements, i.e., all probability measures µ on ΩM X with respect to which ∇Ω and div Ω become dual operators on L2 (ΩM X; µ), are identified as the mixed marked Poisson measures with mean measure equal to a multiple of σ. As a direct consequence of our results, we obtain marked Poisson space representations of the group A and its Lie algebra a. We investigate also Dirichlet forms and Dirichlet operators connected with (mixed) marked Poisson measures. 1991 AMS Mathematics Subject Classification. Primary 60G57. Secondary 57S10, 54H15 0
Laplace operators in deRham complexes associated with measures on configuration spaces
, 2001
"... ..."
unknown title
, 809
"... Error calculus and regularity of Poisson functionals: the lent particle method. ..."
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Error calculus and regularity of Poisson functionals: the lent particle method.
Author manuscript, published in "Workshop on Stochastic Analysis and Finance HongKong 2009, HongKong: Hong Kong (2009)" Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method
, 2013
"... We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool to study probability spaces. The method gives rise to a new explicit calculus that we show first on some simple examples: it consists in adding a part ..."
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We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool to study probability spaces. The method gives rise to a new explicit calculus that we show first on some simple examples: it consists in adding a particle and taking it back after computing the gradient. Then we apply it to SDE’s driven by Poisson measure. 1