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Stein's Method for Rough Paths.

Authors :
Coutin, L.
Decreusefond, L.
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