Fourier series and Fourier-Haar series for stochastic measures

DOI10.1090/TPMS/1041MaRDI QIDQ4686497zbMATH OpenOpenAlexWikidataFDO

Authors N. O. Stefans'Ka, V. Radchenko

Publication date 10 October 2018

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1041

zbMATH Keywords

Fourier series for stochastic measureFourier-Haar series for stochastic measurestochastic heat equationstochastic measure

Mathematics Subject Classification ID

Random measures (60G57) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• Fourier transform of general stochastic measures
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• scientific article; zbMATH DE number 3139051 (Why is no real title available?)
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• Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion
• Riemann integral of a random function and the parabolic equation with a general stochastic measure
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Cited in

(11)

• Approximation of solutions of the stochastic wave equation by using the Fourier series
• scientific article; zbMATH DE number 3860108 (Why is no real title available?)
• The equation for vibrations of a fixed string driven by a general stochastic measure
• DISCRETE MEASURES WITH DENSE JUMPS INDUCED BY STURMIAN DIRICHLET SERIES
• scientific article; zbMATH DE number 140575 (Why is no real title available?)
• Fourier series expansion of stochastic measures
• Approximation of solution of the cable equation driven by a stochastic measure
• The billard theorem for multiple random Fourier series
• Approximation of solutions of the wave equation driven by a stochastic measure
• Fourier transform of general stochastic measures
• On the convergence of random Fourier-Jacobi series of continuous functions

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