KLT of the \(B(t^{2H} )\) time-rescaled Brownian motion

  • Claudio Maccone
Part of the Springer Praxis Books book series (PRAXIS)


The topics considered in the present chapter are twofold: on the one hand, they can be regarded as a particular application of the results obtained in Chapters 21–22 to a case that allows analytic calculations to be easily carried through to completion; on the other hand, new light is shed on the theory of certain H-self-similar stochastic processes, in the wake of the celebrated results obtained by Benoit B. Mandelbrot in his theory of fractals.


Brownian Motion Normalization Constant Fractional Brownian Motion Gaussian Random Variable Standard Brownian Motion 
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© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.International Academy of Astronautics and Istituto Nazionale di AstrofisicaTorino (Turin)Italy

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