Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem (Q967686)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem |
scientific article |
Statements
Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem (English)
0 references
30 April 2010
0 references
Malliavin calculus
0 references
clark-ocone formula
0 references
Brownian local time
0 references
knight theorem
0 references
central limit theorem
0 references
tanaka formula
0 references
