Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion

Georgiy Shevchenko, Lauri Viitasaari

Research output: Contribution to journalArticleScientificpeer-review

1 Citation (Scopus)
Original languageEnglish
Pages (from-to)934-943
JournalSTOCHASTIC ANALYSIS AND APPLICATIONS
Volume32
Issue number6
DOIs
Publication statusPublished - 2014
MoE publication typeA1 Journal article-refereed

Keywords

  • Fractional Brownian motion
  • Generalized Lebesgue-Stieltjes integral
  • Integral representation
  • Pathwise integral

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