On a stochastic Fourier transformation

DOI10.1080/17442508.2011.651621zbMath1292.60056OpenAlexW1988123351MaRDI QIDQ5411906

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

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

Related Items

Identification of a noncausal Itô process from the stochastic Fourier coefficients ⋮ Reconstruction of a noncausal function from its SFCs by Bohr convolution ⋮ Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients ⋮ On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation ⋮ Some aspects of strong inversion formulas of an SFT ⋮ 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

Cites Work

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

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