{"product_id":"generalized-fractional-brownian-motion-hardback-9781786309631","title":"Generalized Fractional Brownian Motion (Hardback) 9781786309631","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eGeneralized Fractional Brownian Motion\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eMounir Zili (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781786309631, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 20 February 2026\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e256 pages\u003cbr\u003e23.5 x 15.6 x 1.7 cm, 0.644 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\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\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eIntroduction ix\u003c\/p\u003e \u003cp\u003eChapter 1. Gaussian Processes 1\u003c\/p\u003e \u003cp\u003eChapter 2. Key Fractional Gaussian Processes: Building Blocks for the Generalized Fractional Brownian Motion 35\u003c\/p\u003e \u003cp\u003eChapter 3. The Zili Generalized Fractional Brownian Motion: Definition and Core Properties 63\u003c\/p\u003e \u003cp\u003eChapter 4. Parameter Estimation for the Generalized Fractional Brownian Motion 93\u003c\/p\u003e \u003cp\u003eChapter 5. Stochastic Calculus with Generalized Fractional Brownian Motion 123\u003c\/p\u003e \u003cp\u003eChapter 6. Stochastic Partial Differential Equations Driven by a ZgfBm Noise 171\u003c\/p\u003e \u003cp\u003eAppendix 203\u003c\/p\u003e \u003cp\u003eReferences 225\u003c\/p\u003e \u003cp\u003eIndex 231\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-ISTE","offers":[{"title":"Brand New","offer_id":52446800773400,"sku":"9781786309631","price":123.25,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9781786309631.jpg?v=1785114160","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/generalized-fractional-brownian-motion-hardback-9781786309631","provider":"Freshly Printed Books","version":"1.0","type":"link"}