Faithin Omaha eBook Collection

This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probabilit

The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the r

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in pr

The purpose of this book is to present a comprehensive account of the different definitions of stochastic integration for fBm, and to give applications of the r

Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in p