arXiv:1211.1967 [math.PR]AbstractReferencesReviewsResources
Central limit theorem for functionals of two independent fractional Brownian motions
Published 2012-11-08Version 1
We prove a central limit theorem for functionals of two independent $d$-dimensional fractional Brownian motions with the same Hurst index $H$ in $(\frac{2}{d+1},\frac{2}{d})$ using the method of moments.
Categories: math.PR
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