On arbitrage and replication in the fractional Black-Scholes pricing model

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Arbitrage with fractional Brownian motion (2007, methodology): “We will assume that σB t +2Wt is a Gaussian process, which is, for instance, satisfied, if B and W are independent as in [26] or if B is constructed from W via convolution with a suitable kernel as in [17].”
Fractional Processes as Models in Stochastic Finance (2010, background): “also [11] and [41] for the critical remarks concerning the Skorohod approach from the finance point of view.”