THE RESTRICTION OF THE FRACTIONAL ITÔ INTEGRAL TO ADAPTED INTEGRANDS IS INJECTIVE-Reference-Cited by-同舟云学术

THE RESTRICTION OF THE FRACTIONAL ITÔ INTEGRAL TO ADAPTED INTEGRANDS IS INJECTIVE

Published:2005-03 Issue:01 Volume:05 Page:37-43
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

BENDER CHRISTIAN¹

Affiliation:

1. Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstr. 39, D-10117 Berlin, Germany

Abstract

We prove that the Wick–Itô–Skorohod integral with respect to a fractional Brownian motion is injective when it is restricted to a class of adapted integrands that satisfy an appropriate integrability condition.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modelling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493705001274

Reference11 articles.

1. Stochastic Calculus with Respect to Gaussian Processes

2. An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter

3. An S-transform approach to integration with respect to a fractional Brownian motion

4. A General Fractional White Noise Theory And Applications To Finance

5. H. Gjessing, Frontiers in Pure an Applied Probability 1, eds. H. Niemi (1993) pp. 29–67.

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