Abstract
We prove a central limit theorem for an additive functional of the $d$-dimensional fractional Brownian motion with Hurst index $H\in(\frac{1}{1+d},\frac{1}{d})$, using the method of moments, extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion.
Citation
Yaozhong Hu. David Nualart. Fangjun Xu. "Central limit theorem for an additive functional of the fractional Brownian motion." Ann. Probab. 42 (1) 168 - 203, January 2014. https://doi.org/10.1214/12-AOP825
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