Navarro, Fernando Espinosa; Cortez, Klender; Boladeres, … - Facultat d'Economia i Empresa, Universitat de Barcelona - 2006
Brownian motion introduced by Mandelbrot. The main goal of this work is to analyse the existence of long range dependence in … of Brownian motion in physics, chemistry or biology, we will consider the generalization that supposes fractional …