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Stein's Method for Rough Paths.
- Source :
- Potential Analysis; Aug2020, Vol. 53 Issue 2, p387-406, 20p
- Publication Year :
- 2020
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 09262601
- Volume :
- 53
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Potential Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 144641979
- Full Text :
- https://doi.org/10.1007/s11118-019-09773-z