ar X iv : 0 81 0 . 26 81 v 1 [ m at h . PR ] 1 5 O ct 2 00 8 FROM RANDOM WALKS TO ROUGH PATHS
نویسنده
چکیده
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.
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