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Some methods of stochastic calculus for fractional Brownian motion

Some results for stochastic calculus for a fractional Brownian motion are described and an application to identification is given. A stochastic integral is defined that has mean zero and an explicit expression is given for the second moment. Another stochastic integral is defined and the two stochastic integrals are explicitly related. An Ito formula is given for a smooth function of a fractional Brownian motion. A parameter identification problem is described for a linear stochastic differential equation with fractional Brownian motion and a family of strongly consistent estimates is given.