dc.contributor.author | Hu, Yaozhong | |
dc.contributor.author | Nualart, David | |
dc.contributor.author | Xu, Fangjun | |
dc.date.accessioned | 2015-03-05T17:39:24Z | |
dc.date.available | 2015-03-05T17:39:24Z | |
dc.date.issued | 2014-01-09 | |
dc.identifier.citation | Hu, Yaozhong; Nualart, David; Xu, Fangjun. Central limit theorem for an additive functional of the fractional Brownian motion. Ann. Probab. 42 (2014), no. 1, 168--203. http://www.dx.doi.org/10.1214/12-AOP825. | en_US |
dc.identifier.uri | http://hdl.handle.net/1808/16972 | |
dc.description | This is the published version, also available here: http://www.dx.doi.org/10.1214/12-AOP825. | en_US |
dc.description.abstract | We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian motion with Hurst index H∈(11+d,1d), using the method of moments, extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion. | en_US |
dc.publisher | Institute of Mathematical Statistics | en_US |
dc.subject | Frational Brownian motion | en_US |
dc.subject | central limit theorem | en_US |
dc.subject | local time | en_US |
dc.subject | method of moments | en_US |
dc.title | Central limit theorem for an additive functional of the fractional Brownian motion | en_US |
dc.type | Article | |
kusw.kuauthor | Nualart, David | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1214/12-AOP825 | |
kusw.oaversion | Scholarly/refereed, publisher version | |
kusw.oapolicy | This item meets KU Open Access policy criteria. | |
dc.rights.accessrights | openAccess | |