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Normal approximation of Kabanov-Skorohod integrals on Poisson spaces - MaRDI portal

Normal approximation of Kabanov-Skorohod integrals on Poisson spaces

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Publication:6416086

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DOI10.1007/s10959-023-01287-0arXiv2211.02009OpenAlexW4386375836MaRDI QIDQ6416086

Günter Last, Matthias Schulte, Ilya S. Molchanov

Publication date: 3 November 2022

Full work available at URL: https://doi.org/10.1007/s10959-023-01287-0

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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