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Bibliographic Details
Main Authors: da Costa, Paulo Henrique, Ohashi, Alberto, Russo, Francesco
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2512.12864
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author da Costa, Paulo Henrique
Ohashi, Alberto
Russo, Francesco
author_facet da Costa, Paulo Henrique
Ohashi, Alberto
Russo, Francesco
contents This paper provides the time-dependent $L^2$-martingale representation of the forward stochastic integral where the driving noise is the Riemann-Liouville fractional Brownian motion with parameter $\frac{1}{2} < H < 1$ and the integrand is a square-integrable adapted process. As a by-product, we obtain the exact $L^2$-isometry of the forward stochastic integrals based on suitable conditions on time-dependent martingale representations of adapted integrands combined with the Nelson's stochastic derivative of the underlying Gaussian driving noise.
format Preprint
id arxiv_https___arxiv_org_abs_2512_12864
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Forward stochastic integration for adapted processes w.r.t. Riemann-Liouville fractional Brownian motion (Full version)
da Costa, Paulo Henrique
Ohashi, Alberto
Russo, Francesco
Probability
This paper provides the time-dependent $L^2$-martingale representation of the forward stochastic integral where the driving noise is the Riemann-Liouville fractional Brownian motion with parameter $\frac{1}{2} < H < 1$ and the integrand is a square-integrable adapted process. As a by-product, we obtain the exact $L^2$-isometry of the forward stochastic integrals based on suitable conditions on time-dependent martingale representations of adapted integrands combined with the Nelson's stochastic derivative of the underlying Gaussian driving noise.
title Forward stochastic integration for adapted processes w.r.t. Riemann-Liouville fractional Brownian motion (Full version)
topic Probability
url https://arxiv.org/abs/2512.12864