The mean squared displacement (MSD) of a stochastic process X_t
is defined as
MSD(t) = E[(X_t - X_0)^2].
Fractional Brownian motion (fBM) is a continuous Gaussian process with stationary increments, such that its covariance function is entirely defined the MSD, which in this case is MSD(t) = |t|^(2H)
.