By Jean Vaillant
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The aim of this ebook is to give a complete account of the various definitions of stochastic integration for fBm, and to offer purposes of the ensuing concept. specific emphasis is put on learning the kinfolk among the various ways. Readers are assumed to be acquainted with likelihood concept and stochastic research, even if the mathematical strategies utilized in the ebook are completely uncovered and a few of the required must haves, similar to classical white noise thought and fractional calculus, are recalled within the appendices.
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