摘要：Let be a subfractional Brownian motion with index . Based on the -transform in white noise analysis we study the stochastic integral with respect to , and we also prove a Girsanov theorem and derive an Itô formula. As an application we study the solutions of backward stochastic differential equations driven by of the form , where the stochastic integral used in the above equation is Pettis integral. We obtain the explicit solutions of this class of equations under suitable assumptions.
