Proves existence and uniqueness in L²(P) for solutions of conditional WIS-SDEs driven by fBM (H>1/2) under Lipschitz coefficient conditions after establishing an L² estimate for WIS-integrals.
(2003): An S-transform approach to integrati on with respect to a fractional Brownian motion, Bernoulli 9(6), 95 5–983
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Conditional stochastic differential equations driven by fractional Brownian motion
Proves existence and uniqueness in L²(P) for solutions of conditional WIS-SDEs driven by fBM (H>1/2) under Lipschitz coefficient conditions after establishing an L² estimate for WIS-integrals.