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)

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