Théorème de Donsker et formes de Dirichlet

Details Théorème de Donsker et formes de Dirichlet Théorème de Donsker et formes de Dirichlet

2006-10-12

arxiv.org/abs/math/0610392v1

Bulletin des Sciences Math\'{e}matiques 129 (2004) 369-380

Mathematics

Probability

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Théorème de Donsker et formes de Dirichlet does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Théorème de Donsker et formes de Dirichlet, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Théorème de Donsker et formes de Dirichlet will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-443095