Stein’s Method for Rough Paths

  • L. CoutinEmail author
  • L. Decreusefond


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.


Donsker theorem Rough paths Stein method 


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Authors and Affiliations

  1. 1.Institut de Mathématiques de Toulouse, UMR5219 Université de Toulouse, CNRS UPSToulouse Cedex 9France
  2. 2.LTCI, Telecom ParisTechParisFrance

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