A CLT FOR THE THIRD INTEGRATED MOMENT OF BROWNIAN LOCAL TIME INCREMENTS

DOI10.1142/S0219493711003140zbMath1219.60027arXiv0907.2693OpenAlexW2963216131MaRDI QIDQ3083428

Jay S. Rosen

Publication date: 21 March 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.2693

zbMATH Keywords

Brownian motionmodulus of continuitycentral limit theoremlocal timeincrementintegrated moment

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

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• Large deviations for local times of stable processes and stable random walks in 1 dimension
• A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
• Markov Processes, Gaussian Processes, and Local Times

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