A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time

DOI10.1007/978-3-642-15217-7_3zbMath1219.60028arXiv0910.2922MaRDI QIDQ3086793

Jay S. Rosen

Publication date: 30 March 2011

Published in: Séminaire de Probabilités XLIII (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.2922

zbMATH Keywords

Brownian motion; central limit theorem; local time; moduli of continuity

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60J65: Brownian motion

60J55: Local time and additive functionals

Related Items

The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes, Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\), On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials

Cites Work

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• Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\)
• The critical attractive random polymer in dimension one
• A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
• \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
• Joint continuity of renormalized intersection local times
• Markov Processes, Gaussian Processes, and Local Times