Convergence rate in the rough donsker theorem

Abstract : We make precise the rate of convergence in the Lamperti's improvement of the Donsker Theorem on the topology of Hölder continuous functions. Then, we establish that the same rate of convergence holds true for the convergence of the enhanced, in the sense of rough paths theory, random walk towards the enhanced Brownian motion.
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https://hal-mines-paristech.archives-ouvertes.fr/hal-01551694
Contributor : Laurent Decreusefond <>
Submitted on : Friday, June 30, 2017 - 2:31:41 PM
Last modification on : Friday, January 10, 2020 - 9:09:00 PM
Long-term archiving on: Monday, January 22, 2018 - 8:53:56 PM

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  • HAL Id : hal-01551694, version 1
  • ARXIV : 1707.01269

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L Coutin, Laurent Decreusefond. Convergence rate in the rough donsker theorem. 2017. ⟨hal-01551694v1⟩

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