2008/10/15 by Breuillard, Emmanuel, Friz, Peter, Huesmann, Martin
#60B15 #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.0810.2681
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.