Central limit theorem for the modulus of continuity of the Brownian local time in $L^3(\mathbb{R})$

arxiv: 0912.2400 · v1 · submitted 2009-12-12 · 🧮 math.PR

Central limit theorem for the modulus of continuity of the Brownian local time in L³(mathbb{R})

Yaozhong Hu , David Nualart This is my paper

classification 🧮 math.PR

keywords brownianlocalmodulustheoremtimecentralcontinuitylimit

0 comments p. Extension

read the original abstract

The purpose of this note is to prove a central limit theorem for the $L^3$-modulus of continuity of the Brownian local time 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 $L^3$-modulus of the Brownian local time.

This paper has not been read by Pith yet.

Central limit theorem for the modulus of continuity of the Brownian local time in L³(mathbb{R})

discussion (0)