Stein’s Method for Rough Paths View Full Text


Ontology type: schema:ScholarlyArticle     


Article Info

DATE

2019-03-15

AUTHORS

L. Coutin, L. Decreusefond

ABSTRACT

The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use the Stein-Dirichlet method to precise the rate of this convergence in the topology of fractional Sobolev spaces. More... »

PAGES

1-20

References to SciGraph publications

  • 1995. The Malliavin Calculus and Related Topics in NONE
  • 1999-05. On Fractional Brownian Processes in POTENTIAL ANALYSIS
  • 1990-09. Stein's method for diffusion approximations in PROBABILITY THEORY AND RELATED FIELDS
  • Journal

    TITLE

    Potential Analysis

    ISSUE

    N/A

    VOLUME

    N/A

    Author Affiliations

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/s11118-019-09773-z

    DOI

    http://dx.doi.org/10.1007/s11118-019-09773-z

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1112773365


    Indexing Status Check whether this publication has been indexed by Scopus and Web Of Science using the SN Indexing Status Tool
    Incoming Citations Browse incoming citations for this publication using opencitations.net

    JSON-LD is the canonical representation for SciGraph data.

    TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

    [
      {
        "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
        "about": [
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/0101", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Pure Mathematics", 
            "type": "DefinedTerm"
          }, 
          {
            "id": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/01", 
            "inDefinedTermSet": "http://purl.org/au-research/vocabulary/anzsrc-for/2008/", 
            "name": "Mathematical Sciences", 
            "type": "DefinedTerm"
          }
        ], 
        "author": [
          {
            "affiliation": {
              "alternateName": "Toulouse Mathematics Institute", 
              "id": "https://www.grid.ac/institutes/grid.462146.3", 
              "name": [
                "Institut de Math\u00e9matiques de Toulouse, UMR5219 Universit\u00e9 de Toulouse, CNRS UPS, F-31062, Toulouse Cedex 9, France"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Coutin", 
            "givenName": "L.", 
            "type": "Person"
          }, 
          {
            "affiliation": {
              "name": [
                "LTCI, Telecom ParisTech, Paris, I.P., France"
              ], 
              "type": "Organization"
            }, 
            "familyName": "Decreusefond", 
            "givenName": "L.", 
            "type": "Person"
          }
        ], 
        "citation": [
          {
            "id": "https://doi.org/10.1002/(sici)1097-0312(199801)51:1<23::aid-cpa2>3.0.co;2-h", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1001591405"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.anihpb.2004.03.004", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1013098481"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-1-4757-2437-0", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1014008551", 
              "https://doi.org/10.1007/978-1-4757-2437-0"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/978-1-4757-2437-0", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1014008551", 
              "https://doi.org/10.1007/978-1-4757-2437-0"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.jfa.2011.04.016", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1014515633"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1023/a:1008630211913", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1017629256", 
              "https://doi.org/10.1023/a:1008630211913"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1090/s0002-9947-1962-0143245-1", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1024034288"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1016/j.jfa.2005.12.021", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1027757203"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf01197887", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1038579548", 
              "https://doi.org/10.1007/bf01197887"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "sg:pub.10.1007/bf01197887", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1038579548", 
              "https://doi.org/10.1007/bf01197887"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1017/cbo9780511845079", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1098663301"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1017/cbo9780511805141", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1098665984"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1017/cbo9781139084659", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1098672217"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.1142/5792", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1098969157"
            ], 
            "type": "CreativeWork"
          }, 
          {
            "id": "https://doi.org/10.31390/cosa.7.3.01", 
            "sameAs": [
              "https://app.dimensions.ai/details/publication/pub.1104574253"
            ], 
            "type": "CreativeWork"
          }
        ], 
        "datePublished": "2019-03-15", 
        "datePublishedReg": "2019-03-15", 
        "description": "The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use the Stein-Dirichlet method to precise the rate of this convergence in the topology of fractional Sobolev spaces.", 
        "genre": "research_article", 
        "id": "sg:pub.10.1007/s11118-019-09773-z", 
        "inLanguage": [
          "en"
        ], 
        "isAccessibleForFree": false, 
        "isPartOf": [
          {
            "id": "sg:journal.1135984", 
            "issn": [
              "0926-2601", 
              "1572-929X"
            ], 
            "name": "Potential Analysis", 
            "type": "Periodical"
          }
        ], 
        "name": "Stein\u2019s Method for Rough Paths", 
        "pagination": "1-20", 
        "productId": [
          {
            "name": "readcube_id", 
            "type": "PropertyValue", 
            "value": [
              "377a03ca316d85ac54a2bf4db66a01db517d200b72f140a2a36b24e31d181520"
            ]
          }, 
          {
            "name": "doi", 
            "type": "PropertyValue", 
            "value": [
              "10.1007/s11118-019-09773-z"
            ]
          }, 
          {
            "name": "dimensions_id", 
            "type": "PropertyValue", 
            "value": [
              "pub.1112773365"
            ]
          }
        ], 
        "sameAs": [
          "https://doi.org/10.1007/s11118-019-09773-z", 
          "https://app.dimensions.ai/details/publication/pub.1112773365"
        ], 
        "sdDataset": "articles", 
        "sdDatePublished": "2019-04-11T11:52", 
        "sdLicense": "https://scigraph.springernature.com/explorer/license/", 
        "sdPublisher": {
          "name": "Springer Nature - SN SciGraph project", 
          "type": "Organization"
        }, 
        "sdSource": "s3://com-uberresearch-data-dimensions-target-20181106-alternative/cleanup/v134/2549eaecd7973599484d7c17b260dba0a4ecb94b/merge/v9/a6c9fde33151104705d4d7ff012ea9563521a3ce/jats-lookup/v90/0000000359_0000000359/records_29186_00000004.jsonl", 
        "type": "ScholarlyArticle", 
        "url": "https://link.springer.com/10.1007%2Fs11118-019-09773-z"
      }
    ]
     

    Download the RDF metadata as:  json-ld nt turtle xml License info

    HOW TO GET THIS DATA PROGRAMMATICALLY:

    JSON-LD is a popular format for linked data which is fully compatible with JSON.

    curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/pub.10.1007/s11118-019-09773-z'

    N-Triples is a line-based linked data format ideal for batch operations.

    curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/pub.10.1007/s11118-019-09773-z'

    Turtle is a human-readable linked data format.

    curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/pub.10.1007/s11118-019-09773-z'

    RDF/XML is a standard XML format for linked data.

    curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/pub.10.1007/s11118-019-09773-z'


     

    This table displays all metadata directly associated to this object as RDF triples.

    104 TRIPLES      21 PREDICATES      37 URIs      16 LITERALS      5 BLANK NODES

    Subject Predicate Object
    1 sg:pub.10.1007/s11118-019-09773-z schema:about anzsrc-for:01
    2 anzsrc-for:0101
    3 schema:author Nf97cec8eada042118b5c0cc2a46383d0
    4 schema:citation sg:pub.10.1007/978-1-4757-2437-0
    5 sg:pub.10.1007/bf01197887
    6 sg:pub.10.1023/a:1008630211913
    7 https://doi.org/10.1002/(sici)1097-0312(199801)51:1<23::aid-cpa2>3.0.co;2-h
    8 https://doi.org/10.1016/j.anihpb.2004.03.004
    9 https://doi.org/10.1016/j.jfa.2005.12.021
    10 https://doi.org/10.1016/j.jfa.2011.04.016
    11 https://doi.org/10.1017/cbo9780511805141
    12 https://doi.org/10.1017/cbo9780511845079
    13 https://doi.org/10.1017/cbo9781139084659
    14 https://doi.org/10.1090/s0002-9947-1962-0143245-1
    15 https://doi.org/10.1142/5792
    16 https://doi.org/10.31390/cosa.7.3.01
    17 schema:datePublished 2019-03-15
    18 schema:datePublishedReg 2019-03-15
    19 schema:description The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use the Stein-Dirichlet method to precise the rate of this convergence in the topology of fractional Sobolev spaces.
    20 schema:genre research_article
    21 schema:inLanguage en
    22 schema:isAccessibleForFree false
    23 schema:isPartOf sg:journal.1135984
    24 schema:name Stein’s Method for Rough Paths
    25 schema:pagination 1-20
    26 schema:productId N1712b2c068e9418d86fe6f98e32fe9ee
    27 N60589fec17f140b0bcdd16e3151d8747
    28 Na634c3f1cb4140258a312493355e3091
    29 schema:sameAs https://app.dimensions.ai/details/publication/pub.1112773365
    30 https://doi.org/10.1007/s11118-019-09773-z
    31 schema:sdDatePublished 2019-04-11T11:52
    32 schema:sdLicense https://scigraph.springernature.com/explorer/license/
    33 schema:sdPublisher Nbdde73051134406995a8e56aea4eeb3e
    34 schema:url https://link.springer.com/10.1007%2Fs11118-019-09773-z
    35 sgo:license sg:explorer/license/
    36 sgo:sdDataset articles
    37 rdf:type schema:ScholarlyArticle
    38 N1603e089f16f4834b36d79f3c69922d9 rdf:first N22ecfadd8c1847caaabe5b9591cb19b2
    39 rdf:rest rdf:nil
    40 N1712b2c068e9418d86fe6f98e32fe9ee schema:name readcube_id
    41 schema:value 377a03ca316d85ac54a2bf4db66a01db517d200b72f140a2a36b24e31d181520
    42 rdf:type schema:PropertyValue
    43 N22ecfadd8c1847caaabe5b9591cb19b2 schema:affiliation Nb45395219b8c4ce393119346d769c8e2
    44 schema:familyName Decreusefond
    45 schema:givenName L.
    46 rdf:type schema:Person
    47 N4f31c86716ff451abef2243b6b5276b8 schema:affiliation https://www.grid.ac/institutes/grid.462146.3
    48 schema:familyName Coutin
    49 schema:givenName L.
    50 rdf:type schema:Person
    51 N60589fec17f140b0bcdd16e3151d8747 schema:name dimensions_id
    52 schema:value pub.1112773365
    53 rdf:type schema:PropertyValue
    54 Na634c3f1cb4140258a312493355e3091 schema:name doi
    55 schema:value 10.1007/s11118-019-09773-z
    56 rdf:type schema:PropertyValue
    57 Nb45395219b8c4ce393119346d769c8e2 schema:name LTCI, Telecom ParisTech, Paris, I.P., France
    58 rdf:type schema:Organization
    59 Nbdde73051134406995a8e56aea4eeb3e schema:name Springer Nature - SN SciGraph project
    60 rdf:type schema:Organization
    61 Nf97cec8eada042118b5c0cc2a46383d0 rdf:first N4f31c86716ff451abef2243b6b5276b8
    62 rdf:rest N1603e089f16f4834b36d79f3c69922d9
    63 anzsrc-for:01 schema:inDefinedTermSet anzsrc-for:
    64 schema:name Mathematical Sciences
    65 rdf:type schema:DefinedTerm
    66 anzsrc-for:0101 schema:inDefinedTermSet anzsrc-for:
    67 schema:name Pure Mathematics
    68 rdf:type schema:DefinedTerm
    69 sg:journal.1135984 schema:issn 0926-2601
    70 1572-929X
    71 schema:name Potential Analysis
    72 rdf:type schema:Periodical
    73 sg:pub.10.1007/978-1-4757-2437-0 schema:sameAs https://app.dimensions.ai/details/publication/pub.1014008551
    74 https://doi.org/10.1007/978-1-4757-2437-0
    75 rdf:type schema:CreativeWork
    76 sg:pub.10.1007/bf01197887 schema:sameAs https://app.dimensions.ai/details/publication/pub.1038579548
    77 https://doi.org/10.1007/bf01197887
    78 rdf:type schema:CreativeWork
    79 sg:pub.10.1023/a:1008630211913 schema:sameAs https://app.dimensions.ai/details/publication/pub.1017629256
    80 https://doi.org/10.1023/a:1008630211913
    81 rdf:type schema:CreativeWork
    82 https://doi.org/10.1002/(sici)1097-0312(199801)51:1<23::aid-cpa2>3.0.co;2-h schema:sameAs https://app.dimensions.ai/details/publication/pub.1001591405
    83 rdf:type schema:CreativeWork
    84 https://doi.org/10.1016/j.anihpb.2004.03.004 schema:sameAs https://app.dimensions.ai/details/publication/pub.1013098481
    85 rdf:type schema:CreativeWork
    86 https://doi.org/10.1016/j.jfa.2005.12.021 schema:sameAs https://app.dimensions.ai/details/publication/pub.1027757203
    87 rdf:type schema:CreativeWork
    88 https://doi.org/10.1016/j.jfa.2011.04.016 schema:sameAs https://app.dimensions.ai/details/publication/pub.1014515633
    89 rdf:type schema:CreativeWork
    90 https://doi.org/10.1017/cbo9780511805141 schema:sameAs https://app.dimensions.ai/details/publication/pub.1098665984
    91 rdf:type schema:CreativeWork
    92 https://doi.org/10.1017/cbo9780511845079 schema:sameAs https://app.dimensions.ai/details/publication/pub.1098663301
    93 rdf:type schema:CreativeWork
    94 https://doi.org/10.1017/cbo9781139084659 schema:sameAs https://app.dimensions.ai/details/publication/pub.1098672217
    95 rdf:type schema:CreativeWork
    96 https://doi.org/10.1090/s0002-9947-1962-0143245-1 schema:sameAs https://app.dimensions.ai/details/publication/pub.1024034288
    97 rdf:type schema:CreativeWork
    98 https://doi.org/10.1142/5792 schema:sameAs https://app.dimensions.ai/details/publication/pub.1098969157
    99 rdf:type schema:CreativeWork
    100 https://doi.org/10.31390/cosa.7.3.01 schema:sameAs https://app.dimensions.ai/details/publication/pub.1104574253
    101 rdf:type schema:CreativeWork
    102 https://www.grid.ac/institutes/grid.462146.3 schema:alternateName Toulouse Mathematics Institute
    103 schema:name Institut de Mathématiques de Toulouse, UMR5219 Université de Toulouse, CNRS UPS, F-31062, Toulouse Cedex 9, France
    104 rdf:type schema:Organization
     




    Preview window. Press ESC to close (or click here)


    ...