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2010 Central limit theorem for the third moment in space of the Brownian local time increments
Yaozhong Hu, David Nualart
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Electron. Commun. Probab. 15: 396-410 (2010). DOI: 10.1214/ECP.v15-1573

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.

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Yaozhong Hu. David Nualart. "Central limit theorem for the third moment in space of the Brownian local time increments." Electron. Commun. Probab. 15 396 - 410, 2010. https://doi.org/10.1214/ECP.v15-1573

Information

Accepted: 14 September 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1225.60090
MathSciNet: MR2726086
Digital Object Identifier: 10.1214/ECP.v15-1573

Subjects:
Primary: 60H07
Secondary: 60F05, 60H05

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