Central limit theorem for the third moment in space of the Brownian local time increments
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Publication:638216
DOI10.1214/ECP.v15-1573zbMath1225.60090arXiv0912.2400MaRDI QIDQ638216
Publication date: 9 September 2011
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.2400
Central limit and other weak theorems (60F05) Brownian motion (60J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Local time and additive functionals (60J55)
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The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos ⋮ On the Tanaka formula for the derivative of self-intersection local time of fractional Brownian motion ⋮ The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes ⋮ Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion ⋮ Hölder continuity and occupation-time formulas for fBm self-intersection local time and its derivative ⋮ On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
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