@article{oai:hama-med.repo.nii.ac.jp:00000191,
 author = {Noda, Akio},
 journal = {浜松医科大学紀要. 一般教育},
 month = {Mar},
 note = {application/pdf, From a standpoint of the stochastic Ito-Volterra equation and the canonical representation of Gaussian processes ([13] and [2]), we investigate self-similar processes derived from fractional Brownian motions ([10]). In particular, we generalize a key property of T-positivity that was assumed in Okabe's theory for stationary Gaussian processes ([15]～[17]).},
 pages = {27--41},
 title = {Fractional Brownian Motion and Generalized KMO-Langevin Equation},
 volume = {10},
 year = {1996}
}