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.
Keywords : Stein method
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Contributor : Laurent Decreusefond <>
Submitted on : Wednesday, June 13, 2018 - 8:15:48 PM
Last modification on : Friday, October 25, 2019 - 1:56:45 AM
Long-term archiving on: Friday, September 14, 2018 - 3:23:38 PM

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  • HAL Id : hal-01551694, version 3
  • ARXIV : 1707.01269

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Laure Coutin, Laurent Decreusefond. Stein's method for rough paths. Potential Analysis, Springer Verlag, In press. ⟨hal-01551694v3⟩

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