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Stein's method for rough paths

Abstract : 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.
Keywords : Stein method
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Contributor : Laurent Decreusefond Connect in order to contact the contributor
Submitted on : Wednesday, June 13, 2018 - 8:15:48 PM
Last modification on : Tuesday, January 4, 2022 - 5:59:02 AM
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Laure Coutin, Laurent Decreusefond. Stein's method for rough paths. Potential Analysis, Springer Verlag, 2020, 53, pp.387--406. ⟨10.1007/s11118-019-09773-z⟩. ⟨hal-01551694v3⟩



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