Benoît Mandelbrot and fractional Brownian motion
Taqqu, Murad S.
MetadataShow full item record
First author draft
Citation (published version)Murad S Taqqu. 2013. "Benoit Mandelbrot and Fractional Brownian Motion." STATISTICAL SCIENCE, Volume 28, Issue 1, pp. 131 - 134 (4). https://doi.org/10.1214/12-STS389
Although fractional Brownian motion was not invented by Benoît 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.