  Consider an n-fold integrated Brownian motion. We show that a simple change
in time and scale transforms it into a stationary Gaussian process. The
collection of stationary processes so constructed not only constitutes an
interesting family of processes, but their spectral representation is also
useful in dealing with integrated Brownian motion. We illustrate this by
deriving an explicit representation for the joint density function for a family
of integrated Brownian motions and showing some of its properties.
