Property of instant independence and stochastic integration
by Hamada Fatna   Kandouci Abdeldjebbar  

Vol. 17 No. 2 (2022) P.219~P.234

DOI:	https://doi.org/10.21915/BIMAS.2022205
	10.21915/BIMAS.2022205

ABSTRACT

In this work, we present property of instant independence and we give a new approach on stochastic integration with respect to fractional Brownian motion for processes not necessarily adapted.

KEYWORDS
fractional Brownian motion, Levy-Hida representation, stochastic integration

MATHEMATICAL SUBJECT CLASSIFICATION 2010
Primary: 60G15

MILESTONES

Received: 2022-04-10
Revised :
Accepted:

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