Quelques propriétés de l’intégrale stochastique du type noncausal

DOI10.1007/BF03167066zbMath0633.60076MaRDI QIDQ5903514

Shigeyoshi Ogawa

Publication date: 1984

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

zbMATH Keywords

orthonormal basenoncausal functiongeneralization of the symmetric integral of Stratonovich-Fiskhypothesis of causality

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (9)

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 Ogawa integrability of noncausal Wiener functionals ⋮ A Fourier analysis based new look at integration ⋮ Simulation example of a black noise ⋮ BPE and a noncausal Girsanov's theorem ⋮ A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral ⋮ The stochastic integral of noncausal type as an extension of the symmetric integrals ⋮ On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients

Cites Work

• Unnamed Item
• On the convergence of sums of independent Banach space valued random variables
• A partial differential equation with the white noise as a coefficient

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