摘要:We prove a central limit theorem for an additivefunctional of the $d$-dimensional fractional Brownian motionwith Hurst index $H\in(\frac){d+2},\frac){d})$, using the method of moments,extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion.
关键词:ractional Brownian motion ; central limit theorem ; local time ; method of moments;60F05; 60G22