Stein’s method for rough paths

Rate of convergence for the Donsker theorem for rough paths   The Donsker theorem says that a random walk, when conveniently rescaled, converges to a Brownian motion. A finer result of Friz and Victoir, that the Lévy area of the random walk goes also to the Lévy area of the Brownian motion. The question is…
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June 30, 2017 0