Title: Stochastic Calculus for Fractional Brownian Motion and Related Processes
Abstract: Wiener Integration with Respect to Fractional Brownian Motion.- Stochastic Integration with Respect to fBm and Related Topics.- Stochastic Differential Equations Involving Fractional Brownian Motion.- Filtering in Systems with Fractional Brownian Noise.- Financial Applications of Fractional Brownian Motion.- Statistical Inference with Fractional Brownian Motion.