A Stochastic Calculus Proof of the CLT for the L 2 Modulus of Continuity of Local Time
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Publication:3086793
DOI10.1007/978-3-642-15217-7_3zbMath1219.60028arXiv0910.2922OpenAlexW1881750382MaRDI QIDQ3086793
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
Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)
Related Items (3)
Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\) ⋮ The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes ⋮ On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
Cites Work
- 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
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