Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem (Q967686)

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Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
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    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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