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.
Citation
Murad S. Taqqu. "Benoît Mandelbrot and Fractional Brownian Motion." Statist. Sci. 28 (1) 131 - 134, February 2013. https://doi.org/10.1214/12-STS389
Information