The $L^2$-norm of the forward stochastic integral w.r.t. Fractional Brownian motion $H>\frac{1}{2}$

In this article, we present the exact expression of the $L^2$-norm of the forward stochastic integral driven by the multi-dimensional fractional Brownian motion with parameter $\frac{1}{2}<H<1$. The class of integrands only requires rather weak integrability conditions compatible w.r.t. a random finite measure whose density is expressed as a second-order polynomial of the underlying driving Gaussian noise. A simple consequence of our results is the exact expression of the $L^2$-norm for the pathwise Young integral.