If anyone could help me to understand if it is possible calculate the quantile function for fBm?
I’ve checked several papers([1],[2],[3]), 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.
[1] http://www.columbia.edu/~ad3217/fbm/thesisold.pdf
[2] https://www.diva-portal.org/smash/get/diva2:1257290/FULLTEXT01.pdf
[3] https://www.sciencedirect.com/science/article/pii/S111001682030541X
