Abstract
We combine Stein’s method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry–Esseen bounds in Central limit theorems (CLTs) involving multiple Wiener–Ito integrals with respect to a general Poisson measure. We provide several applications to CLTs related to Ornstein–Uhlenbeck Levy processes.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Paper version not known
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
