Resumen de Fractional Brownian motion: stochastic calculus and applications
David Nualart Rodón 
Fractional Brownian motion (fBm) is a centered self-similar Gaussian process with stationary increments, which depends on a parameter H �¸ (0, 1) called the Hurst index. In this note we will survey some facts about the stochastic calculus with respect to fBm using a pathwise approach and the techniques of the Malliavin calculus. Some applications in turbulence and finance will be discussed.
