2021
DOI: 10.21915/bimas.2021403
|View full text |Cite
|
Sign up to set email alerts
|

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

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.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 8 publications
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?