Lipschitz classes and Fourier series of stochastic processes (Q1822835)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lipschitz classes and Fourier series of stochastic processes |
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Lipschitz classes and Fourier series of stochastic processes (English)
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1988
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For \(2\pi\)-periodic stochastic processes belonging to the class \(L^{s,r}(T\times \Omega)\), \(1\leq r,s\), the corresponding Fourier series convergence is examined and conditions for the existence of the \(\ell\)-th derivative belonging to the Lipschitz class \(\Lambda_{\phi}\) of the processes are obtained.
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Fourier series of processes
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derivatives of processes
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