Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 2353-2369
We give both necessary and sufficient conditions for a random variable to be represented as a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand. We also show that any random variable is a value of such integral in an improper sense and that such...
