Area anomaly in the rough path Brownian scaling limit of hidden Markov walks

DOI10.3150/20-BEJ1217zbMath1482.60129arXiv1709.04288OpenAlexW3081008519MaRDI QIDQ2203633

Olga Lopusanschi, Damien Simon

Publication date: 7 October 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.04288

zbMATH Keywords

rough pathshidden Markov chainsarea anomaly

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17) Rough paths (60L20)

Related Items

Homogenisation for anisotropic kinetic random motions, Rough invariance principle for delayed regenerative processes

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