{"author_url":"https://blog.hatena.ne.jp/chaos_kiyono/","blog_url":"https://chaos-r.hatenadiary.jp/","published":"2026-02-11 02:35:13","version":"1.0","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fchaos-r.hatenadiary.jp%2Fentry%2F2026%2F02%2F11%2F023513\" title=\"An Intuitive Look at the Definition of Fractional Brownian Motion - Ken-Chaos\u2019s Random Notes on R\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","type":"rich","provider_url":"https://hatena.blog","width":"100%","height":"190","blog_title":"Ken-Chaos\u2019s Random Notes on R","title":"An Intuitive Look at the Definition of Fractional Brownian Motion","provider_name":"Hatena Blog","author_name":"chaos_kiyono","url":"https://chaos-r.hatenadiary.jp/entry/2026/02/11/023513","image_url":"https://cdn-ak.f.st-hatena.com/images/fotolife/c/chaos_kiyono/20260204/20260204162110.gif","description":"Today, I would like to illustrate the definition of continuous-time fractional Brownian motion. The definition we discuss here is given in Section 2 of the following classical paper: Mandelbrot, Benoit B., and John W. Van Ness. \u201cFractional Brownian motions, fractional noises and applications.\u201d SIAM \u2026","categories":["Fundamentals of Fractal Time Series Analysis"]}