Linear Fourier and stochastic analysis

DOI10.1007/BF01198428zbMath0688.60028OpenAlexW2130860346MaRDI QIDQ1263872

Christian Houdré

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01198428

zbMATH Keywords

decomposition theory via dilations and multiplicationsFourier theory of stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic analysis (60H99)

Related Items

Stable processes: Moving averages versus Fourier transforms ⋮ Mixed‐Norm Spaces and Prediction of SαS Moving Averages ⋮ Stochastic processes as Fourier integrals and dilation of vector measures ⋮ Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields ⋮ A Differentiation Theory for Itô's Calculus ⋮ Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas ⋮ Wavelet analysis and covariance structure of some classes of non-stationary processes ⋮ Spectrum of periodically correlated fields

Cites Work

• Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes
• Bimeasure algebras on LCA groups
• Stable processes: Moving averages versus Fourier transforms
• Sub-stationary processes
• Stochastic processes as Fourier integrals and dilation of vector measures
• On orthogonally scattered dilations of bounded vector measures
• Fourier Analysis of Sub-Stationary Processes with a Finite Moment
• Characterization of Fourier-Stieltjes transforms of vector and operator valued measures
• Absolutely summing operators in $ℒ_{p}$-spaces and their applications
• On Fourier-Stieltjes Integrals
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