Mathematics – Probability
Scientific paper
2009-10-15
Mathematics
Probability
Scientific paper
We give a stochastic calculus proof of the Central Limit Theorem \[ {\int
(L^{x+h}_{t}- L^{x}_{t})^{2} dx- 4ht\over h^{3/2}}
\stackrel{\mathcal{L}}{\Longrightarrow}c(\int (L^{x}_{t})^{2} dx)^{1/2} \eta\]
as $h\to 0$ for Brownian local time $L^{x}_{t}$. Here $\eta$ is an independent
normal random variable with mean zero and variance one.
No associations
LandOfFree
A stochastic calculus proof of the CLT for the L^{2} modulus of continuity of local time 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 A stochastic calculus proof of the CLT for the L^{2} modulus of continuity of local time, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A stochastic calculus proof of the CLT for the L^{2} modulus of continuity of local time will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-620471