Kandouci Abdeldjebbar

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Property of instant independence and stochastic integration
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES
2022-07-13Paper
A new approach to stochastic integration with respect to fractional Brownian motion for no adapted processes
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES
2022-02-22Paper
Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\)
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES
2021-11-12Paper
The absence of arbitrage property in mixed fractional Bownian motion setting
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES
2021-07-30Paper
On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion2021-05-17Paper


Research outcomes over time


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