Reconstruction of a noncausal function from its SFCs by Bohr convolution

DOI10.1080/17442508.2018.1551397MaRDI QIDQ5086433zbMATH OpenOpenAlexWikidataFDO

Authors Hideaki Uemura, Shigeyoshi Ogawa

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2018.1551397

zbMATH Keywords

Ogawa integralnoncausal functionBohr convolutionreconstruction problem in wide sensestochastic Fourier coefficients

Mathematics Subject Classification ID

Convolution, factorization for one variable harmonic analysis (42A85) Stochastic integrals (60H05) Probabilistic methods for one variable harmonic analysis (42A61)

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Cites work

• scientific article; zbMATH DE number 4009467 (Why is no real title available?)
• scientific article; zbMATH DE number 19585 (Why is no real title available?)
• scientific article; zbMATH DE number 3617292 (Why is no real title available?)
• A direct inversion formula for SFT
• Fourier series method for measurement of multivariate volatilities
• Identification of a noncausal Itô process from the stochastic Fourier coefficients
• Noncausal stochastic calculus
• On a Generalization of a Stochastic Integral
• On a stochastic Fourier coefficient: case of noncausal functions
• On a stochastic Fourier transformation
• Quelques propriétés de l’intégrale stochastique du type noncausal
• Some aspects of strong inversion formulas of an SFT

Cited in

(2)

• On a stochastic Fourier transformation
• On a stochastic Fourier coefficient: case of noncausal functions

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