摘要: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
关键词:Malliavin calculus, Clark-Ocone formula, Brownian local time, Knight theorem, central limit theorem, Tanaka formula;60H07, 60F05, 60J55, 60J65