A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes

DOI10.21915/BIMAS.2021403zbMath1492.60097MaRDI QIDQ5033268

Bachir Cherif Khalida, Kandouci Abdeldjebbar

Publication date: 22 February 2022

Published in: Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionstochastic integrationGaussian measureinstantly independent processesLévy-Hida representation

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

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