{"title":"Property of instant independence and stochastic integration","authors":"Hamada Fatna, Kandouci Abdeldjebbar","doi":"10.21915/bimas.2022205","DOIUrl":null,"url":null,"abstract":"In this work, we present property of instant independence and we give a new approach on stochastic integration with respect to fractional Brownian motion for processes not necessarily adapted","PeriodicalId":43960,"journal":{"name":"Bulletin of the Institute of Mathematics Academia Sinica New Series","volume":"35 1","pages":""},"PeriodicalIF":0.1000,"publicationDate":"2022-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Bulletin of the Institute of Mathematics Academia Sinica New Series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.21915/bimas.2022205","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
In this work, we present property of instant independence and we give a new approach on stochastic integration with respect to fractional Brownian motion for processes not necessarily adapted