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Fractional Brownian Motion |
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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. How to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit webmaster's page for free fun content. |
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A measure of the bias in fractional Brownian motion. |
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