Abstract
The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use the Stein-Dirichlet method to precise the rate of this convergence in the topology of fractional Sobolev spaces.
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Coutin, L., Decreusefond, L. Stein’s Method for Rough Paths. Potential Anal 53, 387–406 (2020). https://doi.org/10.1007/s11118-019-09773-z
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DOI: https://doi.org/10.1007/s11118-019-09773-z