Some aspects of strong inversion formulas of an SFT

DOI10.1007/s13160-017-0295-3zbMath1390.60194OpenAlexW2782434657MaRDI QIDQ1742895

Hideaki Uemura, Shigeyoshi Ogawa

Publication date: 12 April 2018

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13160-017-0295-3

zbMATH Keywords

Itô integralOgawa integralinversion in strong sensestochastic Fourier coefficientstochastic Fourier transformation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Reconstruction of a noncausal function from its SFCs by Bohr convolution ⋮ Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients

Cites Work

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• A direct inversion formula for SFT
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• On the convergence of sums of independent Banach space valued random variables
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• Noncausal Stochastic Calculus
• On a stochastic Fourier transformation
• Real-time scheme for the volatility estimation in the presence of microstructure noise
• Quelques propriétés de l’intégrale stochastique du type noncausal

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