Abstract
Equipping the probability space with a local Dirichlet form with square field operator Γ and generator A allows us to improve Monte Carlo simulations of expectations and densities as soon as we are able to simulate a random variable X together with Γ [ X ] and A [ X ] . We give examples on the Wiener space, on the Poisson space and on the Monte Carlo space. When X is real-valued we give an explicit formula yielding the density at the speed of the law of large numbers. To cite this article: N. Bouleau, C. R. Acad. Sci. Paris, Ser. I 341 (2005).
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