Discrete rough paths and limit theorems
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Publication:2227464
DOI10.1214/19-AIHP1015zbMath1466.60049arXiv1707.01783MaRDI QIDQ2227464
Publication date: 15 February 2021
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.01783
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion ⋮ Convergence of trapezoid rule to rough integrals ⋮ Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
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