A COUPLING BETWEEN RANDOM WALKS IN RANDOM ENVIRONMENTS AND BROX'S DIFFUSION
Résumé
It has been established in [27] that a properly rescaled version of Sinai's random walk converges in distribution to Brox's diffusion. In this article we quantify this convergence by considering a specific coupling between Sinai's walk and Brox's diffusion. Our method relies on convergence results for martingale problems considered in the rough path setting.
Domaines
Mathématiques [math]| Origine | Fichiers produits par l'(les) auteur(s) |
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