Summary
Letf be a square integrable kernel on them-dimensional unit cube,U the Skorohod integral process in them th Wiener chaos associated with it. Isoperimetric inequalities for functions on Wiener space yield the exponential integrability of the increments ofU. To this result we apply the majorizing measure technique to show thatU possesses a continuous version and give an upper bound of its modulus of continuity.
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Imkeller, P. Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos. Probab. Th. Rel. Fields 98, 137–142 (1994). https://doi.org/10.1007/BF01192510
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DOI: https://doi.org/10.1007/BF01192510
Mathematics Subject Classification (1991)
- 60H05
- 60G17
- 60J65
- 60G15