{"entities":{"Q1379912":{"pageid":1390652,"ns":120,"title":"Item:Q1379912","lastrevid":67295958,"modified":"2026-04-12T16:40:19Z","type":"item","id":"Q1379912","labels":{"en":{"language":"en","value":"Continuity of some anticipating integral processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1124496"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$69CEACB9-0262-4E06-8953-05A06AA4BF94","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8d85ee1096439555cc036b3d5bd4a5a5ea211a01","datavalue":{"value":{"text":"Continuity of some anticipating integral processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1379912$E6F7B6F6-CE46-4BDD-B0D1-C362E1B30E91","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d4668e4ef1d3af5de17f410ae0b54d62340f0abd","datavalue":{"value":"0894.60044","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1379912$CF7B5040-50D6-4F04-B40F-803639BFC5A2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"618fd21c074cefb0d80b61f85e6083b77ec9b590","datavalue":{"value":"10.1016/S0167-7152(97)00118-1","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1379912$E77F394C-330A-41B6-93E9-EE9F52B25FE6","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"bdc3e17af6d166fc4f25b3031ccf7782265387d7","datavalue":{"value":{"entity-type":"item","numeric-id":358620,"id":"Q358620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$6C861C67-B539-48C6-B2DB-DFB3758A3701","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4d371aa15dbf45ea80a39c178d6020c0ed6f1265","datavalue":{"value":{"entity-type":"item","numeric-id":217271,"id":"Q217271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$682206BE-6F8D-4FC7-96F7-2F8BBD338117","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6bc4e98086241c10d52d91b9f51a8e9963146852","datavalue":{"value":{"entity-type":"item","numeric-id":173655,"id":"Q173655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$2D035061-78A0-4B32-848A-A37C5BE4A01B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"343bbdfc1bb43dae441f96e27db0c3d11b37bc47","datavalue":{"value":{"time":"+1998-06-24T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1379912$D00FCB9E-F1C7-4609-A377-41CBE6540C2F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"2eb6df9c97f7372e6406ea596a9c4bede05b7e20","datavalue":{"value":"Let \\(u\\) be a stochastic process in the Sobolev space \\(\\mathbb{L}^{1,2}\\). Then, the Skorokhod anticipating integral \\(X_t=\\int_0^t u_\\theta dW_\\theta\\) exists for every \\(0\\leq t\\leq 1\\), and the question arises whether the process \\(X_t\\) has a continuous version. This paper establishes two criteria for an affirmative answer:   1) \\(u\\in\\mathbb{L}^{2,2}\\) and \\(\\int_0^1\\text{E}| u_\\theta|^\\beta d\\theta<\\infty\\), for some \\(\\beta>2\\). The proof is based on Garsia-Rodemish-Rumsey lemma and a particular case of the following \\(L^p\\)-estimate for \\(X_t\\), which may have independent interest: If \\(2\\leq p<\\infty\\), \\(p/2\\leq q\\), \\(1/q+1/r=2/p\\), and \\(u_\\theta\\in\\mathbb{L}^{2,2}\\) satisfies  \\[ \\int_0^1\\text{E}| u_\\theta|^{p\\vee r} d\\theta<\\infty \\quad\\text{and}\\quad \\int_0^1 \\text{E}\\Big\\{\\int_0^1\\int_0^1 | D_sD_tu_\\theta|^2 d\\theta dt\\Big\\}^{q/2} ds<\\infty, \\]  then \\(\\int_a^b u_{\\theta} dW_\\theta\\) belongs to \\(L^p\\) for all \\(0\\leq a<b\\leq 1\\) and  \\[ \\begin{aligned} \\text{E}\\Big|\\int_a^b u_{\\theta} dW_{\\theta}\\Big|^p &\\leq c_p(b-a)^{p/2-1}\\Big\\{\\int_a^b \\text{E}| u_{\\theta}|^p d\\theta+ \\int_a^b \\text{E}| u_{\\theta}|^r d\\theta \\\\ &+ M_q\\int_0^1\\text{E}\\Big(\\int_a^b| D_su_{\\theta}|^2 d\\theta\\Big)^{q/2} ds\\\\ &+ M_q\\int_0^1\\text{E}\\Big(\\int_a^b\\int_0^1 | D_tD_su_{\\theta}|^2 dt d\\theta\\Big)^{q/2} ds \\Big\\} \\;, \\end{aligned}  \\]  for some constants \\(c_p\\) and \\(M_q\\).    2) \\(u\\in\\mathbb{L}^{1,2}\\), \\(\\int_0^1 \\text{E}| u_{\\theta}|^{\\beta} d\\theta<\\infty\\) for some \\(\\beta>2\\), and \\(\\int_0^1\\int_0^1 \\text{E}| D_ru_{\\theta}|^2 (r\\lor\\theta-r\\land\\theta)^{-\\varepsilon} dr d\\theta<\\infty\\), for some \\(\\varepsilon>0\\). The proof uses Clark--Ocone formula and the fact that a process \\(\\{X_t,\\;t\\in[0,1]\\}\\) such that \\(\\sum_{n=1}^{\\infty}\\sum_{k=0}^{q^n-1} P\\big(| X_{(k+1)q^{-n}}-X_{kq^{-n}}| \\geq q^{-\\gamma n}\\big)<\\infty\\) for some \\(\\gamma>0\\) and some integer \\(q>1\\) has a continuous version.    Other results in the same direction can be found in [\\textit{D. Nualart}, ``The Malliavin calculus and related topics'' (1995; Zbl 0837.60050)]. The question whether the sole hypothesis \\(u\\in\\mathbb{L}^{1,2}\\) implies that the indefinite integral process \\(X_t\\) has a continuous version remains open.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1379912$998829F9-F094-4991-9C73-618D86BD767F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1379912$C8F9618F-13C8-4745-80A5-B81870F04F90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1379912$FCE43117-FA63-4754-82BF-80DDB0216F47","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"8b0ce08705b56eead624fe3573827b03785120c6","datavalue":{"value":"1124496","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1379912$D7E1B508-C3FB-4DCB-9FCF-280B3A8A0B84","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"78a06f290b5eb98b97cf511f60b206121fed9347","datavalue":{"value":"Skorokhod integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q1379912$B3273531-82D5-45D1-B104-758B8C4D1CEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ec7b4f051f1ad80a1da1fdf26d8fb572d54dba8d","datavalue":{"value":"Sobolev space","type":"string"},"datatype":"string"},"type":"statement","id":"Q1379912$7546EDA8-29FA-48C2-A92E-3CAE35ECC5D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a66815c514555838ac722e3281d04b7cd0a1839c","datavalue":{"value":"Clark-Ocone formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q1379912$412F9963-9DCF-4C75-A1D1-C818B4DBC853","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92679e30b4570695be291bfa8535e3101c400264","datavalue":{"value":"Malliavin calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q1379912$C6676499-BB9D-4676-BCEC-F2D919D434ED","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"8627f73423aa2723da307ed928402031c036c48a","datavalue":{"value":{"entity-type":"item","numeric-id":180805,"id":"Q180805"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$E843D3CD-989B-4F0B-A774-661D71944068","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$C2CBBFEE-BF03-4DD5-9C4A-4640F57AFD06","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"4d5c3be1b3e4697554a8a60bb0f9c7bdbde78bd6","datavalue":{"value":{"entity-type":"item","numeric-id":5665949,"id":"Q5665949"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$D3F75BEE-75FA-4702-905F-DC30FBE75C5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c8da73333e86cac5fdba7d0ffb5ea434996ca34","datavalue":{"value":{"entity-type":"item","numeric-id":1250650,"id":"Q1250650"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$24A8CC2D-C9A2-4AA3-A950-B4A8A099E356","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"983dc7c3e8ed1fc960633aae6b9cb1c3d099ccbb","datavalue":{"value":{"entity-type":"item","numeric-id":1326275,"id":"Q1326275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$1D88FC45-51D6-42FC-B59B-97C8ADDFC9D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0d841a0ae2fa3b16e6f57422d38824a0fb4d1c8d","datavalue":{"value":{"entity-type":"item","numeric-id":4165953,"id":"Q4165953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$43248A3F-4800-4F62-AECC-8CF88D71DACA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fec9b82d5f31737e87c53d3b3f7b613dd4193b73","datavalue":{"value":{"entity-type":"item","numeric-id":3332040,"id":"Q3332040"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$7AB6F20A-F72A-4DC1-B38B-3E7052E3B99A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e88a6c3ac343675125d9f211776060a555e007f","datavalue":{"value":{"entity-type":"item","numeric-id":1093993,"id":"Q1093993"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$B97D3C09-E6B1-40F4-8DED-F36BA40839CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d48ee0bad731c039171a2b1e46a3f17958f0fb79","datavalue":{"value":{"entity-type":"item","numeric-id":4218974,"id":"Q4218974"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$D58D5ED3-6AA4-4191-877E-B6BCA565A6A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"18bf624883a004fbc2cd33ab236dc899281bc645","datavalue":{"value":{"entity-type":"item","numeric-id":1081205,"id":"Q1081205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$80F7B08F-77F2-429C-915C-EF706886901D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc20c97b0557dfe629887d3052d6ffc1c84d987","datavalue":{"value":{"entity-type":"item","numeric-id":3862204,"id":"Q3862204"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$C8269E5F-908B-43DA-8E2C-1FDF96A99E7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"09d24a7b90f6592bfeae22938c26f3a617923e88","datavalue":{"value":{"entity-type":"item","numeric-id":2529881,"id":"Q2529881"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1379912$75606F2F-B4F1-4F2C-9A2F-E3E1ED89D835","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"22a25ee87c643e503bb3169799e94410071e8425","datavalue":{"value":{"entity-type":"item","numeric-id":1261225,"id":"Q1261225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6a01f308bb5f4cd5d96536e9f328865bfa98c055","datavalue":{"value":{"amount":"+0.8190403580665588","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1379912$9C94FF18-D1D0-4EC8-A614-8EA616F3F9E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dbff759ca16fb6a99390f9d172a5a1ba417a6ffe","datavalue":{"value":{"entity-type":"item","numeric-id":3771353,"id":"Q3771353"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"667b085af965346f8bdced73ba4bd38ea668ae73","datavalue":{"value":{"amount":"+0.8014437556266785","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1379912$C8C68FB0-BC9D-4D31-803F-E43839EDCB5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6b48b328dad6bb650f1ff326503b7ac4c81aece3","datavalue":{"value":{"entity-type":"item","numeric-id":2722256,"id":"Q2722256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"848b830fd600011b8a04b998dec255f252d34350","datavalue":{"value":{"amount":"+0.7933154106140137","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1379912$76419DEF-8985-478A-9626-6A65E37FC959","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8bfd97670c53df5e4a286493a0525846285237d2","datavalue":{"value":{"entity-type":"item","numeric-id":4028966,"id":"Q4028966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8c394a028adbbd8088e4698e077fccf454153769","datavalue":{"value":{"amount":"+0.7911097407341003","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1379912$31983C54-89F9-4F20-A81F-6C94030E7E79","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Continuity of some anticipating integral processes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Continuity_of_some_anticipating_integral_processes"}}}}}