Fourier transform of general stochastic measures
Анотація
The Fourier transform is defined for general stochastic measures in $\mathbb {R}^d$. The inversion theorem for this transform is proved and a connection to the convergence of stochastic integrals is established. An example of applications of this result is considered for the convergence of solutions of the stochastic heat equation.
Класифікація
Ідентифікатори
Рецензії (0)
Написати рецензіюРецензій ще немає. Будьте першим!
Схожі роботи
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
Схоже за: Stochastic processes and financial applications · advanced mathematical theories
Transition Density Estimates for a Class of Lévy and Lévy-Type Processes
Схоже за: Stochastic processes and financial applications · advanced mathematical theories
Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process
Схоже за: Stochastic processes and financial applications · Advanced Thermodynamics and Statistical Mechanics
Transformations of Wiener measure and orthogonal expansions
Схоже за: Stochastic processes and financial applications · advanced mathematical theories
Form-bounded perturbations of generators of sub-Markovian semigroups
Схоже за: Stochastic processes and financial applications · advanced mathematical theories
Limit Gaussian Behavior of the Solutions of the Multidimensional Burger'; Equation with Weak-Dependent Initial Conditions
Схоже за: Stochastic processes and financial applications · advanced mathematical theories