Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
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Publication:2174802
DOI10.1007/s13160-020-00404-4zbMath1456.60131OpenAlexW3004819638MaRDI QIDQ2174802
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
Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
Cites Work
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