Fractal (fractional) Brownian motion
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Winston C. Chow
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Article
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2011
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Wiley (John Wiley & Sons)
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English
β 221 KB
## Abstract Fractal Brownian motion, also called fractional Brownian motion (fBm), is a class of stochastic processes characterized by a single parameter called the Hurst parameter, which is a real number between zero and one. fBm becomes ordinary standard Brownian motion when the parameter has the