A Wald-type identity for fractional Brownian motion via Schauder decompositions

M. L. Esquível^ab, A. N. Shiryaev<sup>cd

a</sup> Center for Mathematics and Applications (NOVA Math), Caparica, Portugal
^b Department of Mathematics, NOVA School of Science and Technology (NOVA FCT), Caparica, Portugal
^c Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
^d Lomonosov Moscow State University, Moscow, Russia

Received: 16.01.2026

DOI: 10.4213/tvp5922