Some aspects of strong inversion formulas of an SFT

DOI10.1007/S13160-017-0295-3zbMATH Open1390.60194OpenAlexW2782434657MaRDI QIDQ1742895FDOQ1742895

Authors: Shigeyoshi Ogawa, Hideaki Uemura 

Publication date: 12 April 2018

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-017-0295-3

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zbMATH Keywords

inversion in strong senseOgawa integralstochastic Fourier coefficientstochastic Fourier transformationItô integral

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Stochastic calculus of variations in mathematical finance.
• On the convergence of sums of independent Banach space valued random variables
• Title not available (Why is that?)
• Real-time scheme for the volatility estimation in the presence of microstructure noise
• Noncausal stochastic calculus
• Quelques propriétés de l’intégrale stochastique du type noncausal
• On a stochastic Fourier coefficient: case of noncausal functions
• A direct inversion formula for SFT
• Identification of a noncausal Itô process from the stochastic Fourier coefficients
• Title not available (Why is that?)
• On a stochastic Fourier transformation

Cited In (4)

• Reconstruction of a noncausal function from its SFCs by Bohr convolution
• A direct inversion formula for SFT
• Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
• On a stochastic Fourier transformation

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