Stein's method for rough paths
Résumé
The original Donsker theorem says that a standard random walk converges in
distribution to a Brownian motion in the space of continuous functions. It has
recently been extended to enriched random walks and enriched Brownian motion.
We use the Stein-Dirichlet method to precise the rate of this convergence in the
topology of fractional Sobolev spaces.
Domaines
Probabilités [math.PR]| Origine | Fichiers produits par l'(les) auteur(s) |
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