chaos_kiyono https://blog.hatena.ne.jp/chaos_kiyono/ Ken-Chaos’s Random Notes on R https://chaos-r.hatenadiary.jp/ Fundamentals of Fractal Time Series Analysis 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. “Fractional Brownian motions, fractional noises and applications.” SIAM … 190 <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’s 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> https://cdn-ak.f.st-hatena.com/images/fotolife/c/chaos_kiyono/20260204/20260204162110.gif Hatena Blog https://hatena.blog 2026-02-11 02:35:13 rich https://chaos-r.hatenadiary.jp/entry/2026/02/11/023513 1.0 100%