%0 Journal Article
%T Central limit theorem for an additive functional of the fractional Brownian motion
%A Yaozhong Hu
%A David Nualart
%A Fangjun Xu
%J Mathematics
%D 2011
%I arXiv
%R 10.1214/12-AOP825
%X We prove a central limit theorem for an additive functional of the $d$-dimensional fractional Brownian motion with Hurst index $H\in(\frac{1}{1+d},\frac{1}{d})$, using the method of moments, extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion.
%U http://arxiv.org/abs/1111.4419v2