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The Malliavin–Stein Method on the Poisson Space

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Stochastic Analysis for Poisson Point Processes

Part of the book series: Bocconi & Springer Series ((BS,volume 7))

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.

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Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, Boston University, 111 Cummington Mall, Boston, MA, 02215, USA

    Solesne Bourguin

  2. Unité de Recherche en Mathématiques, Université du Luxembourg, 6 rue Richard Coudenhove-Kalergi, 1359, Luxembourg, Luxembourg

    Giovanni Peccati

Authors
  1. Solesne Bourguin
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  2. Giovanni Peccati
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Corresponding author

Correspondence to Solesne Bourguin .

Editor information

Editors and Affiliations

  1. Unité de Recherche en Mathématiques, Université du Luxembourg, Luxembourg, Luxembourg

    Giovanni Peccati

  2. Institut für Mathematik, Osnabrück University, Osnabrück, Germany

    Matthias Reitzner

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Bourguin, S., Peccati, G. (2016). The Malliavin–Stein Method on the Poisson Space. In: Peccati, G., Reitzner, M. (eds) Stochastic Analysis for Poisson Point Processes. Bocconi & Springer Series, vol 7. Springer, Cham. https://doi.org/10.1007/978-3-319-05233-5_6

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