Brownian motion but rather a singular behavior in which the particle doesn't move at all. The Brownian motion can be modeled by a random walk. Random walks in porous media or fractals are anomalous. In the general case, Brownian motion is a non-Markov random process and described by stochastic integral equations. The French mathematician Paul Lévy proved the following theorem, which gives a necessary and sufficient condition for a continuous R-valued stochastic process "X" to actually be "n"-dimensional Brownian motion. Hence, Lévy's condition can actually be used as an alternative definition of Brownian motion. Let "X" = ("X", ..., "X") be a
Fractional Brownian motion stochastic integrals". In general though, unlike integrals with respect to regular Brownian motion, fractional stochastic integrals are not semimartingales. Just as Brownian motion can be viewed as white noise filtered by formula_8 (i.e. integrated), fractional Brownian motion is white noise filtered by formula_9 (corresponding to fractional integration). Practical computer realisations of an "fBm" can be generated, although they are only a finite approximation. The sample paths chosen can be thought of as showing discrete sampled points on an "fBm" process. Three realizations are shown below, each with 1000 points of an "fBm" with Hurst parameter 0.75. Realizations of three different