Convergence rate in the rough donsker theorem
Résumé
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.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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