Long-memory processes can be used to describe natural and social phenomena which display long-memory characters. Some important long-memory processes include fractional Brownian motions, bifractional Brownian motions, and some other Gaussian processes. Since they are neither Markov processes nor semimartingales, the beautiful theory of stochastic analysis developed for semimartingale theory or for Markov processes cannot be applied. It is necessary to develop useful mathematical tools to analyze this class of processes. We invite authors to submit original research and review articles that seek to understand the intrinsic properties of long-memory processes and that aim to develop some mathematical tools for such processes. We are interested in articles that deal with applications of long-memory processes to mathematical finance and to biological science. Potential topics include, but are not limited to:

• Intrinsic properties of long-memory processes
• Stochastic analysis of fractional Brownian motions and bifractional Brownian motions
• Local times and self-intersection local times of fractional Brownian motions and bifractional Brownian motions
• Stochastic differential equations and stochastic partial differential equations driven by fractional Brownian motions and bifractional Brownian motions
• Statistical analysis of linear and nonlinear systems driven by fractional Brownian motions and bifractional Brownian motions
• Applications of long-memory processes to mathematical finance
• Applications of long-memory processes to biological science
• Other relevant topics such as subdiffusion, self-similar processes, and Levy processes

Before submission, authors should carefully read over the journal’s Authors Guidelines, which are located at http://www.hindawi.com/journals/aaa/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/submit/journals/aaa/lmp/ according to the following timetable: