Generalized Fractional Brownian Motion

Generalized Fractional Brownian Motion introduces the Zili generalized fractional Brownian motion (ZgfBm), an advanced stochastic process designed to model complex random phenomena with greater flexibility than traditional fractional models. Covering foundational theory, parameter estimation, stochastic calculus, and applications to stochastic equations, the book provides a rigorous and comprehensive framework for researchers and students working in probability, mathematics, and stochastic analysis.