He, Kai; Ren, Jiagang; Zhang, Hua - In: Stochastic Processes and their Applications 124 (2014) 8, pp. 2543-2582
In this paper we localize some of Watanabe’s results on Wiener functionals of fractional regularity, and use them to give a precise estimate of the difference between two Donsker’s delta functionals even with fractional differentiability. As an application, the convergence rate of the...