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

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1431-7028 resulting theory..Written by leading contributors to the fie.Fractional Brownian motion (fBm) has been widely used to model a number of phenomena in diverse fields from biology to finance. This huge range of potential applications makes fBm an interesting object of study. Several approaches have bee

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Fractional Wick Itô Skorohod (fWIS) integrals for fBm of Hurst index H >1/2o be an ordinary random variable. Hence the .-derivative is introduced to handle the existence of the Wick product in .. Classical Itô type formulas are obtained and applications are discussed. The main references for this chapter are [32], [83] and [121].

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A useful summaryheir analogies and differences..Moreover, in this chapter we present a general overview of the Itô formulas for the different definitions of stochastic integral for .together with an investigation of their relations.

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WickItô Skorohod (WIS) integrals for fractional Brownian motione noise theory since it uses the well-established one for the standard case..On the other side, the approach of Chapter 3 can be seen as more intrinsic. For a further discussion of the relation among these two types of integrals we refer to Chapter 6. The main references for this chapter are [34] and [89].

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