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.

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.

Weisstein, Eric W. "Brown Function." From
*MathWorld*--A Wolfram Web Resource. https://mathworld.wolfram.com/BrownFunction.html