Stochastic integral representation of the $L^2$ modulus of Brownian local time and a central limit theorem.

Hu, Yaozhong, and Nualart, David. "Stochastic integral representation of the modulus of Brownian local time and a central limit theorem.." Electronic Communications in Probability [electronic only] 14 (2009): 529-539. <http://eudml.org/doc/223900>.

@article{Hu2009,
author = {Hu, Yaozhong, Nualart, David},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Malliavin calculus; clark-ocone formula; Brownian local time; knight theorem; central limit theorem; tanaka formula},
language = {eng},
pages = {529-539},
publisher = {University of Washington},
title = {Stochastic integral representation of the modulus of Brownian local time and a central limit theorem.},
url = {http://eudml.org/doc/223900},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Hu, Yaozhong
AU - Nualart, David
TI - Stochastic integral representation of the modulus of Brownian local time and a central limit theorem.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 529
EP - 539
LA - eng
KW - Malliavin calculus; clark-ocone formula; Brownian local time; knight theorem; central limit theorem; tanaka formula
UR - http://eudml.org/doc/223900
ER -