Fractional Brownian Motions, Fractional Noises and Applications

  • Mandelbrot B
  • Van Ness J
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Abstract

applicability for this approach.

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Mandelbrot, B. B., & Van Ness, J. W. (1968). Fractional Brownian Motions, Fractional Noises and Applications. SIAM Review, 10(4), 422–437. https://doi.org/10.1137/1010093

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