Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
DOI10.1007/S13160-020-00404-4zbMATH Open1456.60131OpenAlexW3004819638MaRDI QIDQ2174802FDOQ2174802
Authors: Kiyoiki Hoshino 
Publication date: 27 April 2020
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-020-00404-4
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- Fourier series method for measurement of multivariate volatilities
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- On a Generalization of a Stochastic Integral
- Noncausal stochastic calculus
- Some aspects of strong inversion formulas of an SFT
- 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
- Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
- On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients
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- Title not available (Why is that?)
- On the Ogawa integrability of noncausal Wiener functionals
Cited In (6)
- Reconstruction of a noncausal function from its SFCs by Bohr convolution
- Identification of a noncausal Itô process from the stochastic Fourier coefficients
- A direct inversion formula for SFT
- Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
- On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients
- On a stochastic Fourier transformation
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