{"product_id":"generalized-fractional-brownian-motion","title":"Generalized Fractional Brownian Motion","description":"\u003cp\u003e\u003cb\u003eThis comprehensive book establishes the Zili generalized fractional Brownian motion (ZgfBm) as a powerful new foundation in the mathematical theory of stochastic processes.\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eGeneralized Fractional Brownian Motion\u003c\/i\u003e 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.\u003c\/p\u003e \u003cp\u003eThe 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 Itô 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.\u003c\/p\u003e","brand":"ISTE Ltd and John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":56673318109528,"sku":"9781786309631","price":168.64,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9781786309631_88322194-7c6f-463c-8b51-67860dbfd96f.jpg?v=1780442117","url":"https:\/\/agendabookshop.com\/products\/generalized-fractional-brownian-motion","provider":"Agenda Bookshop","version":"1.0","type":"link"}