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arxiv: 1707.01269 · v3 · pith:BBVLQKD4new · submitted 2017-07-05 · 🧮 math.PR

Stein's method for rough paths

classification 🧮 math.PR
keywords brownianenrichedmethodmotionrandombeencontinuousconvergence
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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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