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Benoît Mandelbrot and fractional Brownian motion. (English) Zbl 1332.60008

Summary: Although fractional Brownian motion was not invented by Benoît Mandelbrot, it was he who recognized the importance of this random process and gave it the name by which it is known today. This is a personal account of the history behind fractional Brownian motion and some subsequent developments.

MSC:

60-03 History of probability theory
01A70 Biographies, obituaries, personalia, bibliographies
60G22 Fractional processes, including fractional Brownian motion
01A60 History of mathematics in the 20th century

Biographic References:

Mandelbrot, Benoît
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References:

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