How to cite item

Central limit theorem for the third moment in space of the Brownian local time increments

   
@article{ECP1573,
	author = {Yaozhong Hu and David Nualart},
	title = {Central limit theorem for the    third    moment in space of the Brownian local time increments},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {15},
	year = {2010},
	keywords = {Brownian motion, local time, Clark-Ocone formula},
	abstract = {The purpose of this note is to prove a central limit theorem for the   third integrated moment of the Brownian local time increments  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   third    integrated moment  of the  Brownian local time increments.},
	pages = {no. 36, 396-410},
	issn = {1083-589X},
	doi = {10.1214/ECP.v15-1573},    
        url = {http://ecp.ejpecp.org/article/view/1573}}