Central limit theorem for an additive functional of the fractional   Brownian motion
  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. 
Yaozhong Hu, David Nualart, Fangjun Xu
math.PR