| Université Paris 6 Pierre et Marie Curie | Université Paris 7 Denis Diderot | |
| CNRS U.M.R. 7599 | ||
| ``Probabilités et Modèles Aléatoires'' | ||
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