On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients

DOI10.1007/s10959-018-0841-1zbMath1436.60053OpenAlexW2810787389WikidataQ129575508 ScholiaQ129575508MaRDI QIDQ2330418

Tetsuya Kazumi, Kiyoiki Hoshino

Publication date: 22 October 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-018-0841-1

zbMATH Keywords

Brownian motionSkorokhod integralOgawa integralmultiple Wiener-Itô integralstochastic Fourier coefficientnoncausal Wiener functional

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients

Cites Work

• Une remarque sur l'approximation de l'integrale stochastique du type noncausal par une suite des integrales de Stieltjes
• 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
• Multiple Wiener integral
• On a Generalization of a Stochastic Integral
• The stochastic integral of noncausal type as an extension of the symmetric integrals
• On the Ogawa integrability of noncausal Wiener functionals
• On a stochastic Fourier transformation
• Stochastic integral
• Quelques propriétés de l’intégrale stochastique du type noncausal
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