Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Strict positivity of a solution to a one-dimensional Kac equation without cutoff

Auteur(s):

Code(s) de Classification MSC:

Résumé: We consider the solution of a one-dimensional Kac equation without cutoff built by Graham and M\'el\'eard in \cite{gm}. Recalling that this solution is the density of a Poisson driven nonlinear stochastic differential equation, we developp Bismut's approach of the Malliavin Calculus for Poisson functionals, in order to prove that this solution is strictly positive on $]0,\infty[ \times \reel$.

Mots Clés: Kac equation

Date: 1999-02-17

Prépublication numéro: PMA-488