Fractional Brownian motion. Fractional Brownian mo-

AbstractThe aim of this communication is to propose some complementary remarks and interpretation on the wavelet-based synthesis technique for fractional Brownian motion proposed by Sellan in 1995. These comments will lead us to propose a fast and ecient pyramidal lter bank-based Mallat-type algorithm, which permits an easy and ecient imple-mentation of this synthesis technique. c©1996 Academic Press, Inc