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The purpose is here to recover the coefficients \\(a_s(\\omega)\\) and \\(b_s(\\omega)\\) by means of the only random Fourier coefficient  \\[ {\\mathcal F}_k(X):= \\int^1_0 \\overline{e_k(t)}\\,dX_t, \\]  where \\(e_k(t):= \\exp(2\\pi\\sqrt{-1} kt)\\). Thus their result is the following satisfactory convergence in \\(L^2\\)-norm: for any \\(n\\in\\mathbb{Z}\\),  \\[ \\int^1_0 a_t(\\omega)\\overline{e_n(t)}\\,dt= \\lim_{N\\to\\infty}\\, {1\\over 2N+1} \\sum^N_{\\ell=-N}{\\mathcal F}_{n-\\ell}(X)\\times \\int^1_0 \\overline{e_\\ell(t)}\\,dW_t. \\]  This formula is inspired by the Fourier method introduced by \\textit{P. Malliavin} and \\textit{M. E. Mancino} [Finance Stoch. 6, No. 1, 49--61 (2002; Zbl 1008.62091)] and \\textit{P. Malliavin} and \\textit{A. Thalmaier} [Stochastic calculus of variations in mathematical finance. Berlin: Springer (2006; Zbl 1124.91035)]. 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