Fractional calculus and its connections to fractional Brownian motion
One third of the paper contains an exposition of well known facts from the fractional calculus [with the reference to the book by the reviewer, \textit{A. A. Kilbas} and \textit{O. I. Marichev}, ``Fractional integrals and derivatives (1987; Zbl 0617.26004)]. Other two thirds present an interpretation of those fractional calculus basics for Brownian motion. These interpretations are used to construct various classes of deterministic integrands for fractional Brownian motion. The so called Girsanov formula for fractional Brownian motion is also discussed. For the entire collection see [Zbl 1005.00017].
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