Central limit theorem for functionals of two independent fractional Brownian motions
classification
🧮 math.PR
keywords
browniancentralfracfractionalfunctionalsindependentlimitmotions
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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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