Fractional Brownian Motion


Also found in: Acronyms, Wikipedia.

Fractional Brownian Motion

A biased random walk. Unlike Standard Brownian Motion, the odds are biased in one direction or the other. It is like playing with loaded dice.

Fractional Brownian Motion

A random walk with some bias. That is, fractional Brownian motion means that a security's price moves seemingly randomly, but with some external event sending it in one direction or the other.
References in periodicals archive ?
Various studies have been carried out to estimate the Hurst exponent to determine the existence of fractional Brownian motion and multi fractality.
In this study, fractional Brownian motion (fBm) surfaces with known fractal dimensions are generated to evaluate the performance of the three fractal surface measurement methods.

Full browser ?