Central limit theorem for the third moment in space of the Brownian local time increments
نویسندگان
چکیده
منابع مشابه
Central Limit Theorem for the Third Moment in Space of the Brownian Local Time Increments
where η is a N(0, 1) random variable independent of B and L denotes the convergence in law. This result has been first proved in [3] by using the method of moments. In [4] we gave a simple proof based on Clark-Ocone formula and an asymptotic version of Knight’s theorem (see Revuz and Yor [9], Theorem (2.3), page 524). Another simple proof of this result with the techniques of stochastic analysi...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2010
ISSN: 1083-589X
DOI: 10.1214/ecp.v15-1573