@inbook{0d2b72c803604b3aa5af78cd5bcec672,
title = "Fractional Brownian Motion and Related Processes",
abstract = "We recall the definition of the fractional Brownian motion and we provide some properties of its covariance function. We define some martingales associated with the fractional Brownian motion and we conclude with the notion of bifractional Brownian motion.",
author = "Francesco Russo and Pierre Vallois",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-031-09446-0\_3",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "95--111",
booktitle = "Bocconi and Springer Series",
}