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

   
@article{ECP1511,
	author = {Yaozhong Hu and David Nualart},
	title = {Stochastic integral representation of the  $L^2$ modulus of  Brownian local time and a central limit theorem},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {14},
	year = {2009},
	keywords = {Malliavin calculus, Clark-Ocone formula, Brownian local time, Knight theorem,  central limit theorem, Tanaka formula},
	abstract = {The purpose of this note is to prove a central limit theorem for the  $L^2$-modulus of continuity of the Brownian local time obtained in  [3], using techniques of stochastic analysis. The main  ingredients of the proof are an asymptotic version of Knight's  theorem and the Clark-Ocone formula for the $L^2$-modulus  of the  Brownian local time},
	pages = {no. 51, 529-539},
	issn = {1083-589X},
	doi = {10.1214/ECP.v14-1511},    
        url = {http://ecp.ejpecp.org/article/view/1511}}