Second order limit laws for occupation times of the fractional Brownian motion

Preprint English OPEN
Xu, Fangjun;
(2013)
  • Subject: Mathematics - Probability
    arxiv: Mathematics::Probability

We prove second order limit laws for (additive) functionals of the $d$-dimensional fractional Brownian motion with Hurst index $H=\frac{1}{d}$, using the method of moments, extending the Kallianpur-Robbins law.
  • References (7)

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