Stein's method for rough paths

DOI10.1007/s11118-019-09773-zzbMath1453.60165arXiv1707.01269OpenAlexW2964315280MaRDI QIDQ778786

Laurent Decreusefond, Laure Coutin

Publication date: 20 July 2020

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.01269

zbMATH Keywords

rough pathsStein methodDonsker theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Rough paths (60L20)

Related Items (7)

Donsker's theorem in Wasserstein-1 distance ⋮ Diffusive limits of Lipschitz functionals of Poisson measures ⋮ Stein's method, smoothing and functional approximation ⋮ Stein's method for diffusive limits of queueing processes ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Functional approximations via Stein's method of exchangeable pairs ⋮ Stein's method of exchangeable pairs in multivariate functional approximations

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• An Introduction to Stein's Method
• Real Analysis and Probability
• On Convergence of Stochastic Processes

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