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.
https://hal-mines-paristech.archives-ouvertes.fr/hal-01551694 Contributor : Laurent DecreusefondConnect in order to contact the contributor Submitted on : Wednesday, June 13, 2018 - 8:15:48 PM Last modification on : Monday, July 4, 2022 - 9:33:00 AM Long-term archiving on: : Friday, September 14, 2018 - 3:23:38 PM