In this paper, we investigate the fluctuation limit of a series of fractional Brownian motions, and prove the large number law and the central limit theorem in generalized convergence.

A class of integrable processes with respect to fractional Brownian motion is given, where the integral was given by Nualart et al.

Regularity of the collision local time process of bifractional Brownian motions

The results show that monthly rain acidity series exhibit fractal Brown motion with Hurst exponent H> 0.

According to Fractal Brown Motion and Power Spectrum method,fractal dimention is computed.

An actuarial pricing options on stocks driven by fractional Brownian Motion and Poisson jump process;

Optimal consumption and portfolio in fractional Brownian motion environment;

Fractional Brownian Motion Applicable to the Characterization of Machined Surface Topography;