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Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos
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  • Published: June 1994

Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos

  • Peter Imkeller1 

Probability Theory and Related Fields volume 98, pages 137–142 (1994)Cite this article

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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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Authors and Affiliations

  1. Mathematisches Institut der LMU München, Theresienstrasse 39, D-80333, München, Germany

    Peter Imkeller

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  1. Peter Imkeller
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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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  • Received: 06 September 1991

  • Revised: 06 October 1993

  • Issue Date: June 1994

  • DOI: https://doi.org/10.1007/BF01192510

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Mathematics Subject Classification (1991)

  • 60H05
  • 60G17
  • 60J65
  • 60G15
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