Benoît Mandelbrot and fractional Brownian motion
Files
First author draft
Date
2013-02-01
Authors
Taqqu, Murad S.
Version
First author draft
OA Version
Citation
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
Abstract
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.