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

Published 14 Oct 2013 in math.PR | (1310.3649v1)

Abstract: 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.

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Authors (1)

  1. Fangjun Xu 

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