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

DOI10.1214/ECP.V18-2761zbMath1329.60041arXiv1304.6426MaRDI QIDQ743047

Fangjun Xu, David Nualart

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6426

zbMATH Keywords

fractional Brownian motioncentral limit theoremlocal timeadditive functionalmethod of moments

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items (11)

A first-order limit law for functionals of two independent fractional Brownian motions in the critical case ⋮ A limit law for functionals of multiple independent fractional Brownian motions ⋮ Limit theorems related to the integral functionals of one dimensional fractional Brownian motion ⋮ Limit theorems for additive functionals of the fractional Brownian motion ⋮ Central limit theorem for functionals of two independent fractional Brownian motions ⋮ Approximation of fractional local times: zero energy and derivatives ⋮ A decomposition for additive functionals of Lévy processes ⋮ Limit theorems for functionals of two independent Gaussian processes ⋮ Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes ⋮ Second-order limit laws for occupation times of fractional Brownian motion ⋮ Homogenization Driven by a Fractional Brownian Motion: The Shear Layer Case

This page was built for publication: Central limit theorem for an additive functional of the fractional Brownian motion. II.