Central limit theorem for an additive functional of the fractional Brownian motion II ∗
نویسندگان
چکیده
We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian motion with Hurst index H ∈ ( 1 d+2 , 1 d ), using the method of moments, extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion.
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