From random walks to rough paths

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dc.creatorBreuillard, Emmanuel
dc.creatorFriz, Peter
dc.creatorHuesmann, Martin
dc.date2008-10-15
dc.date.accessioned2026-07-07T10:10:23Z
dc.date.available2026-07-07T10:10:23Z
dc.descriptionDonsker's invariance principle is shown to hold for random walks in rough path topology. As application, we obtain Donsker-type weak limit theorems for stochastic integrals and differential equations.
dc.identifierhttps://arxiv.org/abs/0810.2681
dc.identifierhttp://arxiv.org/abs/0810.2681
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/171589
dc.subjectProbability
dc.subject60B15
dc.titleFrom random walks to rough paths
dc.typetext

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