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

DOI10.1137/1134088MaRDI QIDQ3349709zbMATH OpenOpenAlexFDO

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

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)

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