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

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1.	Title	Title of document	Stochastic integral representation of the $L^2$ modulus of Brownian local time and a central limit theorem
2.	Creator	Author's name, affiliation, country	Yaozhong Hu; University of Kansas
2.	Creator	Author's name, affiliation, country	David Nualart; University of Kansas
3.	Subject	Discipline(s)
3.	Subject	Keyword(s)	Malliavin calculus, Clark-Ocone formula, Brownian local time, Knight theorem, central limit theorem, Tanaka formula
3.	Subject	Subject classification	60H07, 60F05, 60J55, 60J65
4.	Description	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
5.	Publisher	Organizing agency, location
6.	Contributor	Sponsor(s)	NSF grant DMS0604207
7.	Date	(YYYY-MM-DD)	2009-11-13
8.	Type	Status & genre	Peer-reviewed Article
8.	Type	Type
9.	Format	File format	PDF
10.	Identifier	Uniform Resource Identifier	http://ecp.ejpecp.org/article/view/1511
10.	Identifier	Digital Object Identifier	10.1214/ECP.v14-1511
11.	Source	Journal/conference title; vol., no. (year)	Electronic Communications in Probability; Vol 14
12.	Language	English=en
14.	Coverage	Geo-spatial location, chronological period, research sample (gender, age, etc.)
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