Selected Aspects of Fractional Brownian Motion

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ISBN: 978-88-470-2822-7 (Print) 978-88-470-2823-4 (Online)

Table of contents (8 chapters)

  1. Front Matter

    Pages i-x

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  2. No Access

    Book Chapter

    Pages 1-10

    Preliminaries

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  3. No Access

    Book Chapter

    Pages 11-22

    Fractional Brownian Motion

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  4. No Access

    Book Chapter

    Pages 23-38

    Integration with Respect to Fractional Brownian Motion

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    Book Chapter

    Pages 39-52

    Supremum of the Fractional Brownian Motion

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    Book Chapter

    Pages 53-64

    Malliavin Calculus in a Nutshell

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    Book Chapter

    Pages 65-82

    Central Limit Theorem on the Wiener Space

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    Book Chapter

    Pages 83-101

    Weak Convergence of Partial Sums of Stationary Sequences

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    Book Chapter

    Pages 103-116

    Non-Commutative Fractional Brownian Motion

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  10. Back Matter

    Pages 117-124

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