Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem (Q967686)
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| English | Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem |
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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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0.8897603154182434
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0.8426971435546875
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0.8419898748397827
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0.8322969675064087
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