Benoît Mandelbrot and fractional Brownian motion
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Publication:254347
Abstract: Although fractional Brownian motion was not invented by Benoit Mandelbrot, it was he who recognized the importance of this random process and gave it the name by which it is known today. This is a personal account of the history behind fractional Brownian motion and some subsequent developments.
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- Convergence of integrated processes of arbitrary Hermite rank
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- Random Fourier Transforms
- Regularization and integral representations of Hermite processes
- Stable fractal sums of pulses: The cylindrical case
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- New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion
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