Let $(B_t)_{t\in[0,\infty)}$ be a Brownian motion on a probability space $(Ω,\mathcal{F},P)$. Our concern is whether and how a noncausal type stochastic differential $dX_t=a(t,ω)\,dB_t+b(t,ω)\,dt$ is identified from its stochastic Fourier coefficients (SFCs for short) $(e_n,dX):=\int_{0}^L\bar{e}_n(t)\,dX_t$ with respect to a CONS $(e_n)_{n\in\mathbb{N}}$ of $L^2([0,L];\mathbb{C})$. This problem was proposed by Ogawa (Stochastics (85)(2), 286-294, 2013) and has been studied by Ogawa and Uemura (Ogawa in Ind J Stat 77-A(1):30-45, 2014, Ind J Stat 80-A:267-279, 2018; Ogawa and Uemura in J Theor Probab 27:370-382, 2014, Bull Sci Math 138:147-163, 2014, RIMS Kôkyûroku 1952:128-134, 2015, J Ind Appl Math 35-1:373-390, 2018). In this paper we give several results on the problem for each of stochastic differentials of Ogawa type and Skorokhod type when $[0,L]$ is an finite or infinite interval. Specifically, we first give a condition for a random function to be identified from the SFCs and apply it to obtain affirmative answers to the question with several concrete derivation formulas of the random functions. This paper restates the result given in our article "Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients"(to appear, J Ind Appl Math, 2020) by a metamathematical notion of constructiveness we introduce here.