Fractional Fields and Applications

This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Universities. It is as self-contained as possible and contains numerous exercises, with solutions in an app

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Serge Cohen Jacques Istas

Fractional Fields and Applications

Mathématiques et Applications Directeurs de la collection : J. Garnier et V. Perrier 73

For further volumes: http://www.springer.com/series/2966

MATHÉMATIQUES & APPLICATIONS Comité de Lecture 2012–2015/Editorial Board 2012–2015 Re´mi ABGRALL Inst. Math., Inst. Polytechnique de Bordeaux, FR [email protected]

Claude LE BRIS CERMICS, ENPC, Marne la Valle´e, FR [email protected]

Gre´goire ALLAIRE CMAP, E´cole Polytechnique, Palaiseau, FR [email protected]

Sylvie ME´LE´ARD CMAP, E´cole Polytechnique, Palaiseau, FR [email protected]

Michel BENAI¨M Inst. Math., Univ. de Neuchaˆtel, CH [email protected]

Felix OTTO Institute of Applied Math., Bonn, GE [email protected]

Maı¨ tine BERGOUNIOUX MAPMO, Universite´ d0 Orle´ans, FR [email protected]

Vale´rie PERRIER Lab. Jean-Kunztmann, ENSIMAG, Grenoble, FR [email protected]

Thierry COLIN Inst. Math., Universite´ Bordeaux 1, FR [email protected]

Philippe ROBERT INRIA Rocquencourt, Le Chesnay, FR [email protected]

Marie-Christine COSTA UMA, ENSTA, Paris, FR [email protected]

Pierre ROUCHON Automatique et Syste`mes, E´cole Mines, Paris, FR [email protected]

Arnaud DEBUSSCHE ENS Cachan, Bruz, FR [email protected]

Bruno SALVY INRIA, LIP - ENS Lyon, FR [email protected]

Isabelle GALLAGHER Inst. Math. Jussieu, Univ. Paris 7, FR [email protected]

Annick SARTENAER De´pt. Mathe´matiques, Univ. Namur, Namur, BE [email protected]

Josselin GARNIER Lab. Proba. et Mod. Ale´atoires, Univ. Paris 7, FR [email protected]

Eric SONNENDRU¨CKER IRMA, Strasbourg, FR [email protected]

Ste´phane GAUBERT INRIA, Saclay - Iˆle-de-France, Orsay, FR [email protected]

Alain TROUVE´ CMLA, ENS Cachan, FR [email protected]

Emmanuel GOBET CMAP, E´cole Polytechnique, Palaiseau, FR [email protected]

Ce´dric VILLANI IHP, Paris, FR [email protected]

Raphaele HERBIN CMI LATP, Universite´ d’Aix-Marseille, FR [email protected]

Enrique ZUAZUA BCAM, Bilbao, ES [email protected]

Marc HOFFMANN CEREMADE, Universite´ Paris-Dauphine, FR [email protected]

Directeurs de la collection: J. GARNIER et V. PERRIER

Serge Cohen Jacques Istas •

Fractional Fields and Applications

123

Serge Cohen Institut de Mathématiques de Toulouse Université Paul Sabatier Toulouse France

ISSN 1154-483X ISBN 978-3-642-36738-0 DOI 10.1007/978-3-642-36739-7

Jacques Istas Laboratoire Jean Kuntzmann Université de Grenoble et CNRS Grenoble France

ISBN 978-3-642-36739-7

(eBook)

Springer Heidelberg New York Dordrecht London Library of Congress Control Number: 2013933026 Mathematics Subject Classification (2010): 60G18, 60G22, 62M40, 65C99  Springer-Verlag Berlin Heidelberg 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specificall