The Stein's identity and Poisson functionals

zbMATH Open1278.60089MaRDI QIDQ2869728FDOQ2869728

Authors: O. Purtukhia, V. Jaoshvili 

Publication date: 3 January 2014

Published in: Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

Cited In (1)

• The Malliavin–Stein Method on the Poisson Space

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