If anyone could help me to understand if it is possible calculate the quantile function for fBm?
I’ve checked several papers(,,), and although several works stated that it is centralised Gaussian, this is not clear for me if the quantile function is applicable here.
Based on point 7 here: https://www.randomservices.org/random/brown/Geometric.html It is possible to write quantile GBM function with the standard normal quantile function.
Is it possible for fBm?
Thank you in advance.