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20142025
most citedGaussian and non-Gaussian processes of zero power variation, and related stochastic calculus

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math.PR2025

Forward stochastic integration for adapted processes w.r.t. Riemann-Liouville fractional Brownian motion (Full version)

Paulo Henrique da Costa, Alberto Ohashi, Francesco Russo

This paper provides the time-dependent -martingale representation of the forward stochastic integral where the driving noise is the Riemann-Liouville fractional Brownian motio…