{"created":"2023-06-20T15:45:41.236923+00:00","id":191,"links":{},"metadata":{"_buckets":{"deposit":"a4cbc025-5239-497b-a957-bc8acdf2502d"},"_deposit":{"created_by":2,"id":"191","owners":[2],"pid":{"revision_id":0,"type":"depid","value":"191"},"status":"published"},"_oai":{"id":"oai:hama-med.repo.nii.ac.jp:00000191","sets":["6:14:32"]},"author_link":["552"],"item_2_biblio_info_5":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"1996-03-29","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"41","bibliographicPageStart":"27","bibliographicVolumeNumber":"10","bibliographic_titles":[{"bibliographic_title":"浜松医科大学紀要. 一般教育"}]}]},"item_2_description_30":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_2_description_9":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"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]).","subitem_description_type":"Abstract"}]},"item_2_publisher_6":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"浜松医科大学"}]},"item_2_source_id_19":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"09140174","subitem_source_identifier_type":"ISSN"}]},"item_2_source_id_23":{"attribute_name":"NII書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AN10032827","subitem_source_identifier_type":"NCID"}]},"item_2_version_type_32":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Noda, Akio"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-08-27"}],"displaytype":"detail","filename":"kiyo10_02.pdf","filesize":[{"value":"551.0 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"kiyo10_02.pdf","url":"https://hama-med.repo.nii.ac.jp/record/191/files/kiyo10_02.pdf"},"version_id":"ddd10e97-54d7-4893-8b1e-743438040468"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Fractional Brownian motion","subitem_subject_scheme":"Other"},{"subitem_subject":"Fractional calculus","subitem_subject_scheme":"Other"},{"subitem_subject":"Canonical representation","subitem_subject_scheme":"Other"},{"subitem_subject":"Stochastic Ito-Volterra equation","subitem_subject_scheme":"Other"},{"subitem_subject":"T-positivity","subitem_subject_scheme":"Other"},{"subitem_subject":"Multiple Markov Gaussian process","subitem_subject_scheme":"Other"},{"subitem_subject":"KMO-Langevin equation","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Fractional Brownian Motion and Generalized KMO-Langevin Equation","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Fractional Brownian Motion and Generalized KMO-Langevin Equation"}]},"item_type_id":"2","owner":"2","path":["32"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-08-27"},"publish_date":"2013-08-27","publish_status":"0","recid":"191","relation_version_is_last":true,"title":["Fractional Brownian Motion and Generalized KMO-Langevin Equation"],"weko_creator_id":"2","weko_shared_id":-1},"updated":"2023-06-20T18:21:29.885614+00:00"}