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 …

Nonlinear effects within invariance principles

M Engel, PK Friz, T Orenshtein - arXiv preprint arXiv:2402.13748, 2024 - arxiv.org
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 …

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 …