Stochastic integral representation of the L² modulus of Brownian local time and a central limit theorem
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🧮 math.PR
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brownianlocalmodulustheoremtimecentrallimitstochastic
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The purpose of this note is to prove a central limit theorem for the $L^2$-modulus of continuity of the Brownian local time obtained in \cite{CLMR}, using techniques of stochastic analysis. The main ingredients of the proof are an asymptotic version of Knight's theorem and the Clark-Ocone formula for the $L^2$-modulus of the Brownian local time.
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