A limit theorem for moments in space of the increments of Brownian local time

DOI10.1214/16-AOP1093zbMath1374.60019arXiv1506.07358MaRDI QIDQ2012244

Simon Campese

Publication date: 28 July 2017

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.07358

zbMATH Keywords

momentscentral limit theoremBrownian local timeincrementsKailath-Segall identityPerkin's semi-martingale decomposition, Ray-Knight theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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