Stein's method for rough paths
Probability
2018-06-18 v3
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.
Cite
@article{arxiv.1707.01269,
title = {Stein's method for rough paths},
author = {Laure Coutin and Laurent Decreusefond},
journal= {arXiv preprint arXiv:1707.01269},
year = {2018}
}