15 citations · 24 across the 4 of their papers we have counts for
4 papers
Stein's method and normal approximation of Poisson functionals
Giovanni Peccati, Josep Lluís Solé, Murad S. Taqqu +1
We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Esséen bounds in Central Limit Theorems (CLTs) involving…
On the orthogonal polynomials associated with a Lévy process
Josep Lluís Solé, Frederic Utzet
Let be a càdlàg Lévy process, centered, with moments of all orders. There are two families of orthogonal polynomials associated with . On one hand, the Kailat…
Time--space harmonic polynomials relative to a Lévy process
Josep Lluís Solé, Frederic Utzet
In this work, we give a closed form and a recurrence relation for a family of time--space harmonic polynomials relative to a Lévy process. We also state the relationship with the K…
A family of martingales generated by a process with independent increments
Josep Lluís Solé, Frederic Utzet
An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relatio…