Stein's method for rough paths
Coutin, Laure ; Decreusefond, Laurent
HAL, hal-01551694 / Harvested from HAL
Text on HAL
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.
Publié le : 2020-07-04
Classification:  Stein method,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-01551694,
     author = {Coutin, Laure and Decreusefond, Laurent},
     title = {Stein's method for rough paths},
     journal = {HAL},
     volume = {2020},
     number = {0},
     year = {2020},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-01551694}
}

Coutin, Laure; Decreusefond, Laurent. Stein's method for rough paths. HAL, Tome 2020 (2020) no. 0, . http://gdmltest.u-ga.fr/item/hal-01551694/