Titlebook: Stochastic Calculus for Fractional Brownian Motion and Applications; Francesca Biagini,Yaozhong Hu,Tusheng Zhang Book 2008 Springer-Verlag

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Stochastic partial differential equations driven by fractional Brownian fieldsThis chapter is devoted to the study of stochastic Poisson and stochastic heat equations driven by fractional white noise. The equations are solved both in the setting of white noise analysis and the setting of . space. The main references for this chapter are [126] and [184].

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Francesca Biagini,Yaozhong Hu,Tusheng ZhangThe first book to compare the different frameworks and methods of stochastic integration for fBm. It also discusses the applications of the resulting theory..Written by leading contributors to the fie

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Local time for fractional Brownian motionion and the properties of the weighted and renormalized self-intersection local time for .and present a Meyer Tanaka formula valid for every .(0,1)..The main references for this part are [28], [62], [87], [100], [110], [120], [122], [123] and [177].