A paper that studies two types of integral transformation associated with fractional Brownian motion. They are applied to construct approximation schemes for fr

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

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 volume includes lecture notes and research papers by participants of the Seventh Symposium on Probability and Stochastic Processes held in Mexico City. The

This book analyses stochastic dynamic systems across a broad spectrum in economics and finance. The major unifying theme is the coherent and rigorous treatment