Fourier transform of general stochastic measures

DOI10.1090/TPMS/1015MaRDI QIDQ5351670zbMATH OpenOpenAlexFDO

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

Publication date 30 August 2017

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

Full work available at URL https://doi.org/10.1090/tpms/1015

zbMATH Keywords

Fourier transformstochastic heat equationstochastic integralsstochastic measuresweak convergence

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Random measures (60G57) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• scientific article; zbMATH DE number 53996 (Why is no real title available?)
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• scientific article; zbMATH DE number 1524441 (Why is no real title available?)
• scientific article; zbMATH DE number 3367521 (Why is no real title available?)
• Mild solution of the heat equation with a general stochastic measure
• Riemann integral of a random function and the parabolic equation with a general stochastic measure

Cited in

(21)

• On the asymptotic behavior of the second moment of the Fourier transform of a random measure
• Stieltjes transforms of a class of probability measures
• Probability transformation method for the evaluation of derivative, integral and Fourier transform of some stochastic processes
• Approximation of solutions of the stochastic wave equation by using the Fourier series
• A direct inversion formula for SFT
• The Markov traces and the Fourier transforms.
• S-transform and Hermite transform of Hilbert space-valued stochastic distributions with applications to stochastic differential equations
• Randomised circular means of Fourier transforms of measures
• scientific article; zbMATH DE number 2134060 (Why is no real title available?)
• On the measurability of stochastic Fourier integral operators
• The Fourier transform of Lévy measures on a semigroup
• scientific article; zbMATH DE number 5190473 (Why is no real title available?)
• scientific article; zbMATH DE number 4104139 (Why is no real title available?)
• Applications of the Fourier transform to probability theory and stochastic processes
• Fourier series and Fourier-Haar series for stochastic measures
• Fourier series expansion of stochastic measures
• Approximation of solutions of the wave equation driven by a stochastic measure
• Fourier transform of random variables associated with the multi-dimensional Heisenberg Lie algebra
• Hitting properties of generalized fractional kinetic equation with time-fractional noise
• Coin-tossing measures and their Fourier transforms
• Fourier-Mehler transforms of generalized Brownian functionals

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