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This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probabilit
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Fractional Brownian motion (fBm) is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in p
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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