Th\'{e}or\`{e}me de Donsker et formes de Dirichlet
From MaRDI portal
Publication:6478024
DOI10.1016/J.BULSCI.2004.09.005arXivmath/0610392MaRDI QIDQ6478024FDOQ6478024
Publication date: 12 October 2006
Abstract: We use the language of errors to handle local Dirichlet forms with square field operator (cf [2]). Let us consider, under the hypotheses of Donsker theorem, a random walk converging weakly to a Brownian motion. If in addition the random walk is supposed to be erroneous, the convergence occurs in the sense of Dirichlet forms and induces the Ornstein-Uhlenbeck structure on the Wiener space. This quite natural result uses an extension of Donsker theorem to functions with quadratic growth. As an application we prove an invariance principle for the gradient of the maximum of the Brownian path computed by Nualart and Vives.
This page was built for publication: Th\'{e}or\`{e}me de Donsker et formes de Dirichlet
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6478024)
