Fourier transform of general stochastic measures

DOI10.1090/tpms/1015zbMath1371.60090OpenAlexW2749295755MaRDI QIDQ5351670

N. O. Stefans'Ka, Vadym M. Radchenko

Publication date: 30 August 2017

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1015

zbMATH Keywords

Fourier transformweak convergencestochastic heat equationstochastic integralsstochastic measures

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

Related Items (3)

Fourier series and Fourier–Haar series for stochastic measures ⋮ Approximation of solutions of the wave equation driven by a stochastic measure ⋮ Approximation of solutions of the stochastic wave equation by using the Fourier series

Cites Work

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• Riemann integral of a random function and the parabolic equation with a general stochastic measure
• Mild solution of the heat equation with a general stochastic measure

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