For a fractal process with values 
and 
, the correlation between these two values is given
by the Brown function
 |
also known as the Bachelier function, Lévy function, or Wiener function.
Brown Function
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Cite this as:
Weisstein, Eric W. "Brown Function." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/BrownFunction.html