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499 B
499 B
https://www.worldscientific.com/doi/abs/10.1142/S1793536909000047
https://www.sciencedirect.com/science/article/pii/S1051200417302920
"The Fractional Brownian Motion and Applications" - libro de Oksendal
Este es el paper fundacional del fBm y fGn:
Title: Fractional Brownian Motions, Fractional Noises and Applications
Authors: Benoît B. Mandelbrot & John W. Van Ness
Journal: SIAM Review, 1968
https://royalsocietypublishing.org/doi/epdf/10.1098/rspa.1998.0193