Abstract
Donsker's invariance principle is shown to hold for random walks in rough path topology. As an application, we obtain Donsker-type weak limit theorems for stochastic integrals and differential equations.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
