Generalized fractional Brownian motion /

This comprehensive book establishes the Zili generalized fractional Brownian motion (ZgfBm) as a powerful new foundation in the mathematical theory of stochastic processes. Generalized Fractional Brownian Motion provides the first rigorous and systematic stochastic analysis of the ZgfBm, a versatile...

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Bibliographic Details
Main Author: Zili, Mounir (Author)
Format: eBook
Language:English
Published: London, UK : Hoboken, NJ : ISTE Ltd ; John Wiley & Sons, Inc., 2026.
Series:Mathematics and statistics series (ISTE)
Subjects:
Online Access:Connect to the full text of this electronic book

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245 1 0 |a Generalized fractional Brownian motion /  |c Mounir Zili. 
264 1 |a London, UK :  |b ISTE Ltd ;  |a Hoboken, NJ :  |b John Wiley & Sons, Inc.,  |c 2026. 
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490 1 |a Mathematics and statistics 
504 |a Includes bibliographical references and index. 
520 |a This comprehensive book establishes the Zili generalized fractional Brownian motion (ZgfBm) as a powerful new foundation in the mathematical theory of stochastic processes. Generalized Fractional Brownian Motion provides the first rigorous and systematic stochastic analysis of the ZgfBm, a versatile Gaussian process that uniquely extends both the classic fractional Brownian motion with stationary increments and the sub-fractional Brownian motion with nonstationary increments. Defined by three tunable parameters, the ZgfBm offers unprecedented flexibility for modeling complex phenomena across diverse fields, overcoming the limitations of single-parameter models. The book carefully builds from foundational Gaussian theory and key fractional processes to advanced topics, including a complete methodology for parameter estimation, the development of a rigorous stochastic calculus with generalized It̥ formulas and an investigation into the regularity of solutions to stochastic heat equations. This essential resource provides researchers, practitioners and graduate students with a unified and in-depth perspective on advanced fractional Gaussian processes. 
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