Summary
Though a criticism of Mandelbrot to a paper of mine is correct, that work applies rigorously to the processB(t 2H), and in the first approximation to the processB LH(t).
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Maccone, C. On the fractional Brownian motionsB LH(t) and on the processB(t 2H). Lett. Nuovo Cimento 36, 33–34 (1983). https://doi.org/10.1007/BF02754907
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DOI: https://doi.org/10.1007/BF02754907