{
  "id": "1211.1967",
  "version": "v1",
  "published": "2012-11-08T20:58:12.000Z",
  "updated": "2012-11-08T20:58:12.000Z",
  "title": "Central limit theorem for functionals of two independent fractional Brownian motions",
  "authors": [
    "David Nualart",
    "Fangjun Xu"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-11-08T20:58:12.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "independent fractional brownian motions",
      "central limit theorem",
      "functionals",
      "dimensional fractional brownian motions",
      "hurst index"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1211.1967N"
    }
  }
}