A stochastic calculus proof of the CLT for the L^2 modulus of continuity of local time

DOI10.1007/978-3-642-15217-7_3zbMATH Open1219.60028arXiv0910.2922OpenAlexW1881750382MaRDI QIDQ3086793FDOQ3086793

Jay Rosen

Publication date: 30 March 2011

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

Abstract: We give a stochastic calculus proof of the Central Limit Theorem [ {int (L^{x+h}_{t}- L^{x}_{t})^{2} dx- 4htover h^{3/2}} stackrel{mathcal{L}}{Longrightarrow}c(int (L^{x}_{t})^{2} dx)^{1/2} eta] as $ho0$ for Brownian local time $L_t^x$. Here $eta$ is an independent normal random variable with mean zero and variance one.

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

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zbMATH Keywords

central limit theoremBrownian motionlocal timemoduli of continuity

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Brownian motion (60J65) Local time and additive functionals (60J55)

Cites Work

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• Markov Processes, Gaussian Processes, and Local Times
• The critical attractive random polymer in dimension one
• Joint continuity of renormalized intersection local times
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• A CLT for the \(L^{2}\) modulus of continuity of Brownian local time
• Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\)
• \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
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Cited In (9)

• Title not available (Why is that?)
• The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes
• Stochastic integral representation of the \(L^{2}\) modulus of Brownian local time and a central limit theorem
• Limit theorems for general functionals of Brownian local times
• Title not available (Why is that?)
• Continuous differentiability of renormalized intersection local times in \(\mathbb{R}^{1}\)
• Scale renormalization and random solutions of the Burgers equation
• On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
• A CLT for the \(L^{2}\) modulus of continuity of Brownian local time

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