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Let $f$ be a continous deterministic function defined on $\left[0,c\right]$ and $(B_{t}^{H})_{t\geq 0}$ be a fBM with $H\in \left(0,1\right)$. We define a Process $\left(X_{t}\right)_{t\geq 0}$ with $$X_{t} = \int_{0}^{c} f(s) B^{H}_{t+s}ds.$$ Am I right assuming that $\left(X_{t}\right)$ is centered, gaussian and stationary?

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You should edit your post to make the math formulas readable. See the Box "how to write math" in the lower right corner of the page. – Wolfgang Loehr Sep 11 '12 at 9:05
I have tried to correct it several times but it doesnt work. I have used the same syntax which I have used in math.stackexchange. – Peter Moor Sep 11 '12 at 9:22
Iam sorry but I have tried it several times. The same syntax works in math.stackexchange without any problems. I would be pleased if a advanced user could help me to correct the formatting problems. – Peter Moor Sep 11 '12 at 9:36
Have you put backticks around formulas with underscores? Sorry, I do not have enough reputation to edit. – Wolfgang Loehr Sep 11 '12 at 9:45
The backticks seemed to work. – Douglas Zare Sep 11 '12 at 11:35

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