On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials

DOI10.1214/13-AOP904zbMath1326.60112arXiv1304.4558MaRDI QIDQ2352760

Samy Tindel, David Nualart, Aurélien Deya

Publication date: 6 July 2015

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

Full work available at URL: https://arxiv.org/abs/1304.4558

zbMATH Keywords

Brownian motionMalliavin calculussingular integralslocal timeRiesz potentialsnoncentral limit theorem\(L^{2}\) modulus of continuity

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular and oscillatory integrals (Calderón-Zygmund, etc.) (42B20) Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55)

Related Items (1)

Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion

Cites Work

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• Central limit theorem for the third moment in space of the Brownian local time increments
• Lectures on stochastic differential equations and Malliavin calculus
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• The Gibbs ensemble of a vortex filament
• The critical attractive random polymer in dimension one
• Renormalized self-intersection local time for fractional Brownian motion
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
• Central limit theorem for an additive functional of the fractional Brownian motion
• Central limit theorems for sequences of multiple stochastic integrals
• A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time
• EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
• The Malliavin Calculus and Related Topics

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