This thesis has been prepared in six chapters. In the first chapter, the necessary analytical preliminaries are revised. The second chapter is specified on the introducing of the fractional Brownian motion and the description of some of its properties. The subject of the third chapter is simulation. The practical utilization of stochastic models usually needs simulation; therefore the fractional Brownian motion and the processes derived from it are not exempted either. The fifth chapter is consisted of two major parts; the first part is the simulation of fractional Brownian motion, in which no new work has been done, and only one of the available methods has been explained. The second part...
This thesis has been prepared in six chapters. In the first chapter, the necessary analytical preliminaries are revised. The second chapter is specified on the introducing of the fractional Brownian motion and the description of some of its properties. The subject of the third chapter is simulation. The practical utilization of stochastic models usually needs simulation; therefore the fractional Brownian motion and the processes derived from it are not exempted either. The fifth chapter is consisted of two major parts; the first part is the simulation of fractional Brownian motion, in which no new work has been done, and only one of the available methods has been explained. The second part...