The Fourier Transform of Wiener Functionals and Various Methods of Stochastic Integration

DOI10.1137/1134088zbMATH Open0727.60068OpenAlexW2037894173MaRDI QIDQ3349709FDOQ3349709

Authors: A. A. Dorogovtsev 

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134088

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zbMATH Keywords

Wiener processFourier transformationstochastic integralrandom operator on random elements

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Stochastic integrals (60H05) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (12)

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• Fourier transform of general stochastic measures
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• On some Fourier aspects of the construction of certain Wiener integrals
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• An extension of Wiener integration with the use of operator theory
• On the convergence of iterations disturbed by strong gaussian random operators
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• Probability transformation method for the evaluation of derivative, integral and Fourier transform of some stochastic processes
• On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients
• Function approximation and integration on the Wiener space with noisy data

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