Some Fractional and Multifractional Gaussian Processes: A Brief   Introduction
  This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and the Riemann-Liouville type), multifractional Brownian motion, fractional and multifrac- tional Ornstein-Uhlenbeck processes, fractional and mutifractional Reisz-Bessel motion. Possible applications of these processes are briefly mentioned. 
S.C. Lim and C.H. Eab
math-ph math.MP