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Wavelets, Generalized White Noise and Fractional Integration: The Synthesis of Fractional Brownian Motion.
The journal of Fourier analysis and applications, Tome 5 (1999) no. 4, pp. 465-494 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : fractional ARIMA, midpoint displacement technique, fractional Gaussian noise, fractional derivative, generalized functions, self-similarity 
@article{JFAA_1999__5_4_59619,
     author = {Y. Meyer and F. Sellan and M.S. Taqqu},
     title = {Wavelets, {Generalized} {White} {Noise} and {Fractional} {Integration:} {The} {Synthesis} of {Fractional} {Brownian} {Motion.}},
     journal = {The journal of Fourier analysis and applications},
     pages = {465--494},
     year = {1999},
     volume = {5},
     number = {4},
     zbl = {0948.60026},
     url = {http://geodesic.mathdoc.fr/item/JFAA_1999__5_4_59619/}
}
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Y. Meyer; F. Sellan; M.S. Taqqu. Wavelets, Generalized White Noise and Fractional Integration: The Synthesis of Fractional Brownian Motion.. The journal of Fourier analysis and applications, Tome 5 (1999) no. 4, pp. 465-494. http://geodesic.mathdoc.fr/item/JFAA_1999__5_4_59619/