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Stein's method for rough paths

Authors
  • Coutin, Laure
  • Decreusefond, Laurent
Publication Date
Jun 30, 2017
Source
Kaleidoscope Open Archive
Keywords
Language
English
License
Unknown
External links

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.

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