On a stochastic Fourier coefficient: case of noncausal functions (Q2248928)

Consider on the Wiener space a square integrable process \(f(t,\omega)\), \(0\leq t\leq1\), which is not necessarily adapted, and define its stochastic Fourier coefficients \(\int_0^1f(t,.)\overline{\phi_n(t)}dW_t\) where the integral is understood as a Skorohod integral, and where \((\phi_n(t))\) is the classical orthonormal basis of \([0,1]\) consisting of trigonometric functions. The main theorem states that under square integrability of the Malliavin derivative of \(f\), then \(f\) can be reconstructed from its stochastic Fourier coefficients. Then the result is extended to other bases \((\phi_n)\).