On roughness indices for fractional fields

By A. Benassi, Serge Cohen, J. Istas. 2004

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Fractional Lévy processes with an application to long memory moving average processes (2006, methodology): “The integral representation of FBM was generalized to a fractional Lévy motion by Benassi et al. (2004), who started with the so-called ‘well-balanced’ FBM with a ¼ b ¼ 1 in (1.2).”
Modeling stock prices by multifractional Brownian motion: an improved estimation of the pointwise regularity (2013, background): “2004 ), the basic idea consists of assuming H t to be the appropriately rescaled sample path of an fBm of given parameter H .”