Work

Stochastic integral for non-adapted processes with respect to the Rosenblatt process

Year: 2025

Type: article

Source: Random Operators and Stochastic Equations

DOI: 10.1515/rose-2025-2016

Authors: Sakina Benkaddour, Abdeldjebber Kandouci, Omar Kebiri

Institutions: Université de Saida Dr Moulay Tahar, Brandenburg University of Technology Cottbus-Senftenberg, Freie Universität Berlin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4409185784

FWCI: 0.939

Cites: 16

Cited by: 1

Related to: 10