Stochastic processes as Fourier integrals and dilation of vector measures

DOI10.1090/S0273-0979-1989-15830-8zbMath0693.60026OpenAlexW2025033100MaRDI QIDQ3468383

Christian Houdré

Publication date: 1989

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0273-0979-1989-15830-8

zbMATH Keywords

summabilitylocal boundednessPlancherel and a Hausdorff-Young theoryrepresentation of stochastic processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Vector-valued measures and integration (46G10)

Related Items

Spectral estimation of non-stationary white noise, On the existence of L¹(R) solutions to wiener-Hopf type equations, Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes, Linear Fourier and stochastic analysis

Cites Work

• Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes
• Linear Fourier and stochastic analysis
• On orthogonally scattered dilations of bounded vector measures
• On Fourier-Stieltjes Integrals
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