most citedFractional Brownian Motion and the Fractional Stochastic Calculus

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

math.PR2014★ 2 cited

Fractional Brownian Motion and the Fractional Stochastic Calculus

Benjamin McGonegal

This paper begins by giving an historical context to fractional Brownian Motion and its development. Section 2 then introduces the fractional calculus, from the Riemann-Liouville p…