For standard fractional Brownian motion there are various algorithms, such as Davies-Harte algorithm.
Is there a known simple way to manipulate the simulation generated by the Davies-Harte simulated process to produce a fBm with a predetermined linear drift or constant variance, such as $\mu t +\sigma B_t^H$ with H being the Hurst parameter, or the analouge geometric version? I saw a few articles but it seemed like there was no way to avoid re-simulating the entire process. I understand this is not a martingale, but there might be simplifications for these cases.