Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem (Q967686): Difference between revisions
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Latest revision as of 10:25, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem |
scientific article |
Statements
Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem (English)
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30 April 2010
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Malliavin calculus
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clark-ocone formula
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Brownian local time
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knight theorem
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central limit theorem
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tanaka formula
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