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Central limit theorem for an additive functional of the fractional Brownian motion II

   
@article{ECP2761,
	author = {David Nualart and Fangjun Xu},
	title = {Central limit theorem for an additive functional of the fractional Brownian motion II},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {ractional Brownian motion ; central limit theorem ; local time ; method of moments},
	abstract = {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.},
	pages = {no. 74, 1-10},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2761},    
        url = {http://ecp.ejpecp.org/article/view/2761}}