Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces
Abstract We consider the normal approximation of Kabanov–Skorohod integrals on a general Poisson space. Our bounds are for the Wasserstein and the Kolmogorov distance and involve only difference operators of the integrand of the Kabanov–Skorohod integral. The proofs rely on the Malliavin–Stein method and, in particular, on multiple applications of …