New Berry-Esseen bounds for non-linear functionals of Poisson random measures

DOI10.1214/EJP.v19-3061zbMath1307.60066arXiv1310.1595MaRDI QIDQ2514294

Peter Eichelsbacher, Christoph Thäle

Publication date: 3 February 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.1595

zbMATH Keywords

Malliavin calculuscentral limit theoremmultiple stochastic integralPoisson random measuresBerry-Esseen boundflat processesOrnstein-Uhlenbeck-Lévy processSkorohod isometric formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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