Additive functionals as rough paths
JD Deuschel, T Orenshtein, N Perkowski - 2021 - projecteuclid.org
We consider additive functionals of stationary Markov processes and show that under Kipnis–
Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian …
Varadhan type conditions they converge in rough path topology to a Stratonovich Brownian …
Nonlinear effects within invariance principles
Functional central limit theorems for random processes viewed as rough paths were
obtained in a wide range of models and settings in recent years. Each result of this kind has …
obtained in a wide range of models and settings in recent years. Each result of this kind has …
Ballistic random walks in random environment as rough paths: convergence and area anomaly
O Lopusanschi, T Orenshtein - arXiv preprint arXiv:1812.01403, 2018 - arxiv.org
Annealed functional CLT in the rough path topology is proved for the standard class of
ballistic random walks in random environment. Moreover, thearea anomaly', ie a …
ballistic random walks in random environment. Moreover, thearea anomaly', ie a …