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Journal articles
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
Cited literature [22 references]
https://hal-mines-paristech.archives-ouvertes.fr/hal-01551694
Contributor : Laurent Decreusefond <>
Submitted on : Wednesday, June 13, 2018 - 8:15:48 PM
Last modification on : Thursday, December 10, 2020 - 4:47:45 PM
Long-term archiving on: : Friday, September 14, 2018 - 3:23:38 PM
Contributor : Laurent Decreusefond <>
Submitted on : Wednesday, June 13, 2018 - 8:15:48 PM
Last modification on : Thursday, December 10, 2020 - 4:47:45 PM
Long-term archiving on: : Friday, September 14, 2018 - 3:23:38 PM
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donsker.pdf
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