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Stein's method for rough paths

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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https://hal-mines-paristech.archives-ouvertes.fr/hal-01551694
Contributor : Laurent Decreusefond <>
Submitted on : Tuesday, February 6, 2018 - 11:16:01 AM
Last modification on : Thursday, March 5, 2020 - 3:08:03 PM
Document(s) archivé(s) le : Saturday, May 5, 2018 - 1:51:24 PM

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  • HAL Id : hal-01551694, version 2
  • ARXIV : 1707.01269

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Laure Coutin, Laurent Decreusefond. Stein's method for rough paths. 2017. ⟨hal-01551694v2⟩

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