TL;DR
This paper provides an overview of fractional Brownian motion, explaining its key properties and significance in stochastic processes, aimed at researchers and students interested in advanced probability theory.
Contribution
It offers a comprehensive, accessible summary of fractional Brownian motion tailored for educational purposes, expanding on existing lecture notes.
Findings
Clarifies the mathematical properties of fractional Brownian motion
Highlights its applications in modeling correlated stochastic processes
Provides insights into its theoretical foundations
Abstract
This is an extended version of the lecture notes to a mini-course devoted to fractional Brownian motion and delivered to the participants of 7th Jagna International Workshop.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.