A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes
Bachir Cherif Khalida
Vol. 16 No. 4 (2021) P.321~P.337
DOI: || https://doi.org/10.21915/BIMAS.2021403 |
| ||10.21915/BIMAS.2021403 |
In this paper, we propose a new approach to stochastic integration of the class of
instantly independent stochastic processes with respect to fractional Brownian motion on
a finite interval. The appraisal point is to discover the counterpart of the Ito theory.
More precisely, we show some result on stochastic integration with respect to no adapted
processes by generalizing the results obtained by Ayed and Kuo  in the Brownian framework.
Fractional Brownian motion, Levy-Hida representation, stochastic integration, Gaussian measure, Instantly independent processes
MATHEMATICAL SUBJECT CLASSIFICATION 2010
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