fractional and multifractional brownian motions stochastic integral w r t mbm white noise theory stochastic calculus w r t multifractional brownian motion seminaire cristolien d analyse multifractale creteil le 21 ...
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...Fractional and multifractional brownian motions stochastic integral w r t mbm white noise theory calculus motion seminaire cristolien d analyse multifractale creteil le novembre joachim lebovits universite de paris nord outline of the presentation as limit lumped fbm non semi martingales versus integration in sense background on with respect to functional parameter h miscellaneous formulas agaussianprocessmoreexiblethanstandardbrownian a kolmogorov denition let be real constant process bh is an if it centred gaussian covariance function given by e th sh s properties veries for all b bs follows law n trajectoiries are contiuous...