Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when H>12

DOI10.21915/BIMAS.2021203MaRDI QIDQ5164680zbMATH OpenFDO

Authors Amel Belhadj, Kandouci Abdeldjebbar, A. A. Bouchentouf

Publication date 12 November 2021

Published in Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21915/BIMAS.2021203

zbMATH Keywords

near martingalenon-adapted processstochastic integralsub-fractional Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05)

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Cites work

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• 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?)
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Cited in

(1)

• A new approach to stochastic integration with respect to fractional Brownian motion for no adapted processes

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