Emmanuel Breuillard, Peter Friz, Martin Huesmann
Published 2008-10-15Version 1
Donsker'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.
Random walks on the torus with several generators
Local probabilities for random walks conditioned to stay positive
Random Walks in the Quarter-Plane: Advances in Explicit Criterions for the Finiteness of the Associated Group in the Genus 1 Case
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