Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when H>12
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Cites work
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- A stochastic integral for adapted and instantly independent stochastic processes
- A two-sided stochastic integral and its calculus
- An extension of the Itô integral
- An isometry formula for a new stochastic integral
- Anticipative Girsanov transformations
- scientific article; zbMATH DE number 5855947 (Why is no real title available?)
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- scientific article; zbMATH DE number 898384 (Why is no real title available?)
- Inner product spaces of integrands associated to subfractional Brownian motion
- Introduction to stochastic integration.
- Itô's formula for a sub-fractional Brownian motion
- On a Generalization of a Stochastic Integral
- On fractional Brownian processes
- On the Wiener integral with respect to a sub-fractional Brownian motion on an interval
- Some aspects of stochastic calculus for the sub-fractional Brownian motion
- Stochastic integration with respect to the sub-fractional Brownian motion with
- Sub-fractional Brownian motion and its relation to occupation times
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