{
  "id": "0810.2681",
  "version": "v1",
  "published": "2008-10-15T12:55:54.000Z",
  "updated": "2008-10-15T12:55:54.000Z",
  "title": "From random walks to rough paths",
  "authors": [
    "Emmanuel Breuillard",
    "Peter Friz",
    "Martin Huesmann"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2008-10-15T12:55:54.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60B15"
    ],
    "keywords": [
      "random walks",
      "donsker-type weak limit theorems",
      "rough path topology",
      "donskers invariance principle",
      "differential equations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0810.2681B"
    }
  }
}