The Fourier Transform of Wiener Functionals and Various Methods of Stochastic Integration

DOI10.1137/1134088zbMath0727.60068OpenAlexW2037894173MaRDI QIDQ3349709

Andrey A. Dorogovtsev

Publication date: 1989

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1134088

zbMATH Keywords

Wiener processstochastic integralFourier transformationrandom operator on random elements

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05)

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