Central Limit Theorem for the Third Moment in Space of the Brownian Local Time Increments
نویسنده
چکیده
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 analysis has been given in [11]. The following extension of this result to the case of the third integrated moment has been proved recently by Rosen in [12] using the method of moments.
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