2022 / June Volume 17 No.2
Property of instant independence and stochastic integration
Published Date |
2022 / June
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Title | Property of instant independence and stochastic integration |
Author | |
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Pagination | 219-234 |
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.
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DOI | |
AMS Subject Classification |
60G15
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Received |
2022-04-10
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