A new model on fractional Brown motion is made in this paper. It is different to the fractional Brown motion model defined by Mandelbr ot, Barton and Decreusefond.

• 构造了一类新的分数布朗运动模型 ；它不同于 Mandelbrot；Barton及 De-creusefond等人所定义的分数布朗运动模型 .