Self-similar processes are stochastic processes that are invariant in distribution under
suitable time scaling, and are a subject intensively studied in the last few decades. This …

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 characterize the convergence in distribution to a standard normal law for a sequence of
multiple stochastic integrals of a fixed order with variance converging to 1. Some …

We analyze the Rosenblatt process which is a selfsimilar process with stationary increments
and which appears as limit in the so-called Non Central Limit Theorem (Dobrushin and …

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

In this paper, we consider fuzzy stochastic differential equations (FSDEs) driven by fractional
Brownian motion (fBm). These equations can be applied in hybrid real-world systems …

We consider fractional Brownian motions BtH with arbitrary Hurst coefficients 0< H< 1 and
prove the following results:(i) An integral representation of the fractional white noise as …

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

In this paper, we are concerned with the stochastic averaging principle for stochastic
differential equations (SDEs) with non-Lipschitz coefficients driven by fractional Brownian …