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


 
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1. Title Title of document Central limit theorem for an additive functional of the fractional Brownian motion II
 
2. Creator Author's name, affiliation, country David Nualart; University of Kansas; United States
 
2. Creator Author's name, affiliation, country Fangjun Xu; East China Normal University; China
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) ractional Brownian motion ; central limit theorem ; local time ; method of moments
 
3. Subject Subject classification 60F05; 60G22
 
4. Description 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.
 
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6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-09-01
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2761
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2761
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
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