Selected aspects of fractional Brownian motion
Ivan Nourdin
Springer
Preliminaries -- Fractional Brownian Motion -- Integration with Respect to Fractional Brownian Motion -- Supremum of the Fractional Brownian Motion -- Malliavin Calculus in a Nutshell -- Central Limit Theorem on the Wiener Space -- Weak Convergence of Partial Sums of Stationary Sequences -- Non-Commutative Fractional Brownian Motion