Abstract: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 Itô 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 [5] in the Brownian framework.
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