The Malliavin–Stein Method on the Poisson Space

Chapter
Part of the Bocconi & Springer Series book 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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Copyright information

© Springer International Publishing Switzerland 2016

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsBoston UniversityBostonUSA
  2. 2.Unité de Recherche en MathématiquesUniversité du LuxembourgLuxembourgLuxembourg

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