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Benoit Mandelbrot is a world-renowned scientist whose pioneering research significantly advanced the field of fractal geometry. This is the third volume of his Selected Works, focusing on a detailed study of fraction Brownian motions. The fractal themes of "self-affinity" and "globality" are presented. Extensive introductory material, written especially for this book, precedes the papers and presents a number of striking new observations and conjectures. The mathematical tools discussed will be valuable to diverse scientific communities.