A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes (Q5033268)

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scientific article; zbMATH DE number 7478723
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A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes
scientific article; zbMATH DE number 7478723

    Statements

    A New Approach to Stochastic Integration with Respect to Fractional Brownian Motion for No Adapted Processes (English)
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    22 February 2022
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    fractional Brownian motion
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    Lévy-Hida representation
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    stochastic integration
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    Gaussian measure
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    instantly independent processes
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