On a stochastic Fourier transformation

DOI10.1080/17442508.2011.651621MaRDI QIDQ5411906zbMATH OpenOpenAlexFDO

Authors Shigeyoshi Ogawa

Publication date 25 April 2014

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2011.651621

zbMATH Keywords

Fourier coefficientshomogeneous chaosstochastic integrals

Mathematics Subject Classification ID

Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16) Stochastic integrals (60H05) Discrete-time Markov processes on general state spaces (60J05)

Recommendations

• On a stochastic Fourier coefficient: case of noncausal functions
• Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
• Reconstruction of a noncausal function from its SFCs by Bohr convolution
• On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients
• Some aspects of strong inversion formulas of an SFT

Cites work

• Multiple Wiener integral
• On a Generalization of a Stochastic Integral
• The Homogeneous Chaos
• The stochastic integral of noncausal type as an extension of the symmetric integrals
• Une remarque sur l'approximation de l'integrale stochastique du type noncausal par une suite des integrales de Stieltjes

Cited in

(12)

• Some aspects of strong inversion formulas of an SFT
• Probability transformation method for the evaluation of derivative, integral and Fourier transform of some stochastic processes
• Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
• On a stochastic Fourier coefficient: case of noncausal functions
• On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients
• A direct inversion formula for SFT
• Identification of a noncausal Itô process from the stochastic Fourier coefficients
• scientific article; zbMATH DE number 5190473 (Why is no real title available?)
• Applications of the Fourier transform to probability theory and stochastic processes
• An approach via the central limit theorem to randomization of Fourier’s transform
• Reconstruction of a noncausal function from its SFCs by Bohr convolution
• On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation

This page was built for publication: On a stochastic Fourier transformation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5411906)