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 Gaussian process that uniquely extends both the classic fractional Brownian motion with stationary ...