Some aspects of fractional Brownian motion are described especially related to stochastic calculus and solutions of stochastic differential equations.  A stochastic calculus is described that is a natural generalization of the stochastic calculus for Brownian motion.  This calculus is used to obtain explicit solutions to bilinear equations and to obtain weak and mild solutions of semilinear equations in a Hilbert space. Radon-Nikodym derivatives are given for the measures of solutions of semilinear equations.  Some applications are described to problems of estimation and control.