  The icy satellites around Jupiter are considered to have formed in a
circumplanetary disk. While previous models focused on the formation of
satellites starting from satellitesimals, the question of how satellitesimals
form from smaller dust particles has not been addressed so far. In this work,
we study the possibility that satellitesimals form in situ in a circumplanetary
disk. We calculate the radial distribution of the surface density and
representative size of icy dust particles that grow by colliding with each
other and drift toward the central planet in a steady circumplanetary disk with
a continuous supply of gas and dust from the parent protoplanetary disk. The
radial drift barrier is overcome if the ratio of the dust to gas accretion
rates onto the circumplanetary disk,
$\dot{M}_{\mathrm{d}}/\dot{M}_{\mathrm{g}}$, is high and the strength of
turbulence, $\alpha$, is not too low. The collision velocity is lower than the
critical velocity of fragmentation when $\alpha$ is low. Taken together, we
find that the conditions for satellitesimal formation via dust coagulation are
given by $\dot{M}_{\mathrm{d}}/\dot{M}_{\mathrm{g}}\ge1$ and
$10^{-4}\le\alpha<10^{-2}$. The former condition is generally difficult to
achieve, suggesting that the in-situ satellitesimal formation via particle
sticking is viable only under an extreme condition. We also show that neither
satellitesimal formation via the collisional growth of porous aggregates nor
via streaming instability is viable as long as
$\dot{M}_{\mathrm{d}}/\dot{M}_{\mathrm{g}}$ is low.
