Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$

DOI10.21915/BIMAS.2021203zbMath1474.60144MaRDI QIDQ5164680

Amel Belhadj, Kandouci Abdeldjebbar, Amina Angelika Bouchentouf

Publication date: 12 November 2021

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

zbMATH Keywords

stochastic integralsub-fractional Brownian motionnear martingalenon-adapted process

Mathematics Subject Classification ID

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

Cites Work

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