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Girsanov theorem for anticipative shifts on Poisson space

✍ Scribed by N. Privault

Publisher
Springer
Year
1996
Tongue
English
Weight
688 KB
Volume
104
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES

On a Berry-Esseen theorem for compound P
On a Berry-Esseen theorem for compound Poisson processes
✍ M.J. Goovaerts; P. Van Goethem πŸ“‚ Article πŸ“… 1978 πŸ› Elsevier Science 🌐 English βš– 503 KB

The well-known Berry-Esseen theorem concerning the rate of convergence to a stable law for a sum of independent identically distributed (i.i.d.) random variables is adapted to the case of a compound Poisson process, considered in the collective risk theory. As a consequence the rate of convergence o