| Título: | Central limit theorem for an additive functional of the fractional Brownian motion II |
| Autores: |
Nualart, David; University of Kansas Xu, Fangjun; East China Normal University |
| Fecha: | 2013-01-03 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
ractional Brownian motion ; central limit theorem ; local time ; method of moments 60F05; 60G22 |
| Descripción: | We prove a central limit theorem for an additivefunctional of the $d$-dimensional fractional Brownian motionwith Hurst index $H\in(\frac{1}{d+2},\frac{1}{d})$, using the method of moments,extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion. |
| Idioma: | Inglés |
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