2022 / June Volume 17 No.2
Property of instant independence and stochastic integration
| Published Date |
2022 / June
|
|---|---|
| Title | Property of instant independence and stochastic integration |
| Author | |
| Keyword | |
| Download | |
| Pagination | 219-234 |
| 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.
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| DOI | |
| AMS Subject Classification |
60G15
|
| Received |
2022-04-10
|