Extends fBm and fOU to -1/2 < H < 0 via smoothing, establishing stationarity, suppressed diffusion, persistence, and optimal conditioned paths that match known results at H=0.
Monthus, arXiv:2505.16356
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Fractional Brownian Motion with Negative Hurst Exponent
Extends fBm and fOU to -1/2 < H < 0 via smoothing, establishing stationarity, suppressed diffusion, persistence, and optimal conditioned paths that match known results at H=0.