Fractional Brownian Motions, Fractional Noises and Applications

DOI10.1137/1010093zbMath0179.47801OpenAlexW2031753087WikidataQ56082669 ScholiaQ56082669MaRDI QIDQ5570525

Benoit B. Mandelbrot, John W. Van Ness

Publication date: 1968

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6a8fdcdf9eaaf2145252f0a4ee6520ef2cf3f476

zbMATH Keywords

probability theory