Integral representation with adapted continuous integrand with respect to fractional Brownian motion
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🧮 math.PR
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adaptedcontinuousbrownianfinalfractionalintegralintegrandmotion
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We show that if a random variable is a final value of an adapted Holder continuous process, then it can be represented as a stochastic integral with respect to fractional Brownian motion, and the integrand is an adapted process, continuous up to the final point.
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