Stochastic processes are widely used for model building in the social, physical, engineering
and life sciences as well as in financial economics. In model building, statistical inference for …

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 …

This volume examines the theory of fractional Brownian motion and other long-memory
processes. Interesting topics for PhD students and specialists in probability theory …

We develop a stochastic calculus for the fractional Brownian motion with Hurst parameter
using the techniques of the Malliavin calculus. We establish estimates in L p, maximal …

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

Stochastic integration with respect to fractional Brownian motion and applications Page 1
Stochastic integration with respect to fractional Brownian motion and applications David …

This paper studies the stochastic heat equation with multiplicative noises of the form uW,
where W is a mean zero Gaussian noise and the differential element uW is interpreted both …

This article attempts to give a short survey of recent progress on a class of elementary
stochastic partial differential equations (for example, stochastic heat equations) driven by …

In this paper, we study distribution dependent stochastic differential equations driven
simultaneously by fractional Brownian motion with Hurst index H> 1 2 and standard …

The aim of this paper is to study the d-dimensional stochastic heat equation with a
multiplicative Gaussian noise which is white in space and has the covariance of a fractional …