Rough paths were introduced by Lyons in 1998 to cope with the non-continuity of the Itô map (the map which sends a sample-path of the Brownian motion to the solution of an SDE driven by this path). The so-called enriched Brownian motion is the couple made by the Brownian itself and its Lévy area. It is thus a natural question to enrich the Donsker theorem and see if the adjunction of this new component does change the convergence rate we established earlier.

The Poisson point process is the first brick on which the stochastic geometry is built upon. Since we have a very well developed Malliavin calculus for this process, it is rather straightforward to apply the Stein-Malliavin-Dirichlet to this setting. This gives raise to this beautiful paper. We investigate several multi-points transformations of point processes which lead to a Poissonian limit. Once again, a cornerstone of the calculations is the Stein representation formula of the Rubsintein distance as an integral along the path of an Ornstein-Ulhenbeck type process.

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