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arXiv · 1707.01269

Stein's method for rough paths

Laure Coutin·Laurent Decreusefond
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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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Laure Coutin, Laurent Decreusefond. 2017-07-05. Stein's method for rough paths. https://arxiv.org/abs/1707.01269

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