Decoupled double stochastic fractional integrals

摘要

This paper considers properties of decoupled double Wiener-Ito integrals with respect to fractional Brownian motion for values of H ≥1/2, The distribution of the decoupled 2-integral is found and shown to be the symmetrization of the distribution of the coupled 2-integral. This allows the development of moment estimates and large deviations estimates for decoupled 2-integrals similar to those known for coupled 2-integrals.