Fractional Brownian motion stationary and self-similar increments. It has stationary increments: For "H" > ½ the process exhibits long-range dependence, Sample-paths are almost nowhere differentiable. However, almost-all trajectories are locally Hölder continuous of any order strictly less than "H": for each such trajectory, for every "T" > 0 and for every "ε" > 0 there exists a (random) constant "c" such that for 0 < "s","t" < "T". With probability 1, the graph of "B"("t") has both Hausdorff dimension and box dimension of 2−"H". As for regular Brownian motion, one can define stochastic integrals with respect to fractional Brownian motion, usually called "fractional
Brownian motion consideration the velocity of the Brownian particle, "U", which depends on the collisions that tend to accelerate and decelerate it. The larger "U" is, the greater will be the collisions that will retard it so that the velocity of a Brownian particle can never increase without limit. Could such a process occur, it would be tantamount to a perpetual motion of the second type. And since equipartition of energy applies, the kinetic energy of the Brownian particle, formula_30, will be equal, on the average, to the kinetic energy of the surrounding fluid particle, formula_31. In 1906 Smoluchowski published a one-dimensional