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arXiv:1211.1967 [math.PR]AbstractReferencesReviewsResources

Central limit theorem for functionals of two independent fractional Brownian motions

David Nualart, Fangjun Xu

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.

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