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 …
Rough invariance principle for delayed regenerative processes
T Orenshtein - Electronic Communications in Probability, 2021 - projecteuclid.org
We derive an invariance principle for the lift to the rough path topology of stochastic
processes with delayed regenerative increments under an optimal moment condition. An …
processes with delayed regenerative increments under an optimal moment condition. An …