{
  "id": "0908.2473",
  "version": "v1",
  "published": "2009-08-18T01:22:21.000Z",
  "updated": "2009-08-18T01:22:21.000Z",
  "title": "Stochastic integral representation of the $L^{2}$ modulus of Brownian local time and a central limit theorem",
  "authors": [
    "Yaozhong Hu",
    "David Nualart"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "The purpose of this note is to prove a central limit theorem for the $L^2$-modulus of continuity of the Brownian local time obtained in \\cite{CLMR}, 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 $L^2$-modulus of the Brownian local time.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-08-18T01:22:21.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "brownian local time",
      "central limit theorem",
      "stochastic integral representation",
      "stochastic analysis",
      "main ingredients"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0908.2473H"
    }
  }
}