Brownian web paths from a random space time point. The introduction of this topology allowed them to prove the convergence of the coalescing random walks to a unique limiting object and characterize it. They named this limiting object Brownian web. An extension of the Brownian web, called the Brownian net, has been introduced by Sun and Swart by allowing the coalescing Brownian motions to undergo branching. An alternative construction of the Brownian net was given by Newman, Ravishankar and Schertzer. For a recent survey, see Schertzer, Sun and Swart. Brownian web In probability theory, the Brownian web is an uncountable collection of
Fractional Brownian motion Friedrich Gauss. Prior to the introduction of the fractional Brownian motion, used the Riemann–Liouville fractional integral to define the process where integration is with respect to the white noise measure "dB"("s"). This integral turns out to be ill-suited to applications of fractional Brownian motion because of its over-emphasis of the origin . The idea instead is to use a different fractional integral of white noise to define the process: the Weyl integral for "t" > 0 (and similarly for "t" < 0). The main difference between fractional Brownian motion and regular Brownian motion is that while the increments in Brownian