We show that if a random variable is the final value of an adapted log-Holder continuous process, then it can be represented as a stochastic integral with respect to a fractional Brownian motion with adapted integrand. In order to establish this representation result, we extend the definition of the fractional integral.
З 31.12.2014 по 01.03.2015 Наукова бібліотека читачів не обслуговує.
