| dc.contributor.author | Hu, Yaozhong | |
| dc.contributor.author | Nualart, David | |
| dc.date.accessioned | 2015-03-10T16:21:27Z | |
| dc.date.available | 2015-03-10T16:21:27Z | |
| dc.date.issued | 2009-11-09 | |
| dc.identifier.citation | Hu, Yaozhong & Nualart, David. "Stochastic integral representation of the L<sup>2</sup> modulus of Brownian local time and a central limit theorem." (2009) Electronic Communications in Probability. Vol 14, pp. 1-10. http://dx.doi.org/10.1214/ECP.v14-1511. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17024 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/ECP.v14-1511. | en_US |
| dc.description.abstract | The purpose of this note is to prove a central limit theorem for the L2-modulus of continuity of the Brownian local time obtained in [3], 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 L2-modulus of the Brownian local time. | en_US |
| dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
| dc.subject | Malliavin calculus | en_US |
| dc.subject | Clark-Ocone formula | en_US |
| dc.subject | Brownian local time | en_US |
| dc.subject | Knight theorem | en_US |
| dc.subject | central limit theorem | en_US |
| dc.subject | Tanaka formula | en_US |
| dc.title | Stochastic integral representation of the L2 modulus of Brownian local time and a central limit theorem | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.1214/ECP.v14-1511 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item meets KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
