Mathematics – Probability
Scientific paper
2009-12-12
Mathematics
Probability
Scientific paper
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.
Hu Yaozhong
Nualart David
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