A stochastic calculus proof of the CLT for the \(L^2\) modulus of continuity of local time (Q3086793)
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scientific article
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| English | A stochastic calculus proof of the CLT for the \(L^2\) modulus of continuity of local time |
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A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time (English)
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30 March 2011
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central limit theorem
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moduli of continuity
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local time
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Brownian motion
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0.8962686061859131
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0.8904072046279907
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0.8897603154182434
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0.8299492597579956
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0.8130362629890442
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