| dc.contributor.author | Hu, Yaozhong | |
| dc.contributor.author | Nualart, David | |
| dc.date.accessioned | 2015-03-10T15:56:21Z | |
| dc.date.available | 2015-03-10T15:56:21Z | |
| dc.date.issued | 2010-09-14 | |
| dc.identifier.citation | Hu, Yaozhong & Nualart, David. "Central limit theorem for the third moment in space of the Brownian local time increments." (2010) Electronic Communications in Probability. Vol 15. pp. 396 - 410. http://dx.doi.org/10.1214/ECP.v15-1573. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17022 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v15-1573. | en_US |
| dc.description.abstract | The purpose of this note is to prove a central limit theorem for the third integrated moment of the Brownian local time increments 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 third integrated moment of the Brownian local time increments. | en_US |
| dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
| dc.subject | Brownian motion | en_US |
| dc.subject | local time | en_US |
| dc.subject | Clark-Ocone formula | en_US |
| dc.title | Central limit theorem for the third moment in space of the Brownian local time increments | en_US |
| dc.type | Article | |
| kusw.kuauthor | Hu, Yaozhong | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| kusw.oanotes | Creative Commons Attribution Licence. On open access repositories. Published source must be acknowledged. Must link to publisher version with DOI. Publisher's version/PDF may be used. All titles are open access journals. | en_US |
| dc.identifier.doi | 10.1214/ECP.v15-1573 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item meets KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
