A CLT for the \(L^{2}\) modulus of continuity of Brownian local time

DOI10.1214/09-AOP486zbMath1190.60071arXiv0901.1102MaRDI QIDQ2268705

Michael B. Marcus, Wenbo V. Li, Xia Chen, Jay S. Rosen

Publication date: 8 March 2010

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

Full work available at URL: https://arxiv.org/abs/0901.1102

zbMATH Keywords

modulus of continuityCLTBrownian local times

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (5)

A functional CLT for the \(L^2\) modulus of continuity of local time ⋮ Central limit theorem for weighted local time of \(L^2\) modulus of fractional Brownian motion ⋮ A CLT FOR THE THIRD INTEGRATED MOMENT OF BROWNIAN LOCAL TIME INCREMENTS ⋮ A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time ⋮ On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials

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