 Usage:  (m2)=fracbrown(p,nu,alpha)  

 

 Input:



  p                      scalar, temporal scale factor 

                         

  nu                     scalar, the resulting matrix is a (2*p*nu+1) matrix 

                         

  alpha                  scalar, coefficent of the frac. brownian motion 

                         

 Output:



  m2                     (2*p*nu+1)x(2*p*nu+1) matrix 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

