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We consider the identification problem of a noncausal Ito process from itsstochastic Fourier coefficients with respect to the complete system oftrigonometric functions. Here, a noncausal Ito process is the extension of Itoprocess whose diffusion and drift terms are assumed to be noncausal. Ifnoncausal Ito processes are defined through Skorokhod integral, then authorsobtained the affirmative answer in the previous article (Ogawa & Uemura,2014).In this note we generalize our result. We assume both diffusion and drift termsbelong to the Watanabe space and identify the noncausal Ito process from itsstochastic Fourier coefficients in the framework of Malliavin calculus.

Identification of noncausal Ito processes from the stochastic Fourier coefficients II