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We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian motion with Hurst index H ∈ ( 1 1+d , 1 d ), using the method of moments, extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion.

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We prove a central limit theorem for an additive functional of the d-dimensional fractional Brownian motion with Hurst index H ∈ ( 1 2+d , 1 d ), using the method of moments, extending the result by Papanicolaou, Stroock and Varadhan in the case of the standard Brownian motion.

No abstract