Chapter

Stochastic Analysis for Poisson Point Processes

Volume 7 of the series Bocconi & Springer Series pp 185-228

Date:

The Malliavin–Stein Method on the Poisson Space

  • Solesne BourguinAffiliated withDepartment of Mathematics and Statistics, Boston University Email author 
  • , Giovanni PeccatiAffiliated withUnité de Recherche en Mathématiques, Université du Luxembourg

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Abstract

This chapter provides a detailed and unified discussion of a collection of recently introduced techniques, allowing one to establish limit theorems with explicit rates of convergence, by combining the Stein’s and Chen–Stein methods with Malliavin calculus. Some results concerning multiple integrals are discussed in detail.