Abstract：Fractional Brown motion results from the combination of random process with fractal theory. It can describe random motion of particales and prove that both the displacement and time increments of particle vibration are of scale characteristic. R/S analysis (rescaled range analysis) means both the method for deriving Hurst ex-ponent from time sequence and the empiric power rules which Hurst exponent is satisfied for. Hurst exponent and volume dimension can be used as parameters for hydrocarbon prediction. We theoretically detail the characteristics of fractional Brown motion and the method for estimating Hurst exponent. lt is illustrated that Hurst exponent and volume dimension can be effective parameters in hydrocarbon prediction.
