Stein's method for rough paths - Archive ouverte HAL
Journal Articles Potential Analysis Year : 2020

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.

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Dates and versions

hal-01551694 , version 1 (30-06-2017)
hal-01551694 , version 2 (06-02-2018)
hal-01551694 , version 3 (13-06-2018)

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Cite

Laure Coutin, Laurent Decreusefond. Stein's method for rough paths. Potential Analysis, 2020, 53, pp.387--406. ⟨10.1007/s11118-019-09773-z⟩. ⟨hal-01551694v3⟩
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