2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 1 cited
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…
math.PR2007★ 2 cited
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…