19 citations · 56 across the 12 of their papers we have counts for
4 papers · 1 filter
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…
Multiple Stratonovich integral and Hu--Meyer formula for Lévy processes
Mercè Farré, Maria Jolis, Frederic Utzet
In the framework of vector measures and the combinatorial approach to stochastic multiple integral introduced by Rota and Wallstrom [Ann. Probab. 25 (1997) 1257--1283], we present…