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- W1510492960 abstract "The fractional Brownian motions are proved to be a class of Gaussian (normal) stochastic processes suitably rescaled in time. Some consequences affecting their eigenfunction expansion (Karhunen-Loève expansion) are inferred. A known formula of Cameron and Martin is generalized. The first-passage time probability density is found. The partial differential equation of the fractional Brownian diffusion is obtained. And finally the increments of the fractional Brownian motions are proved to be independent for nonoverlapping time intervals." @default.
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- W1510492960 date "1981-09-01" @default.
- W1510492960 modified "2023-09-24" @default.
- W1510492960 title "Time rescaling and Gaussian properties of the fractional Brownian motions" @default.
- W1510492960 doi "https://doi.org/10.1007/bf02874058" @default.
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