Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos (Q1326275)
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English | Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos |
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Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos (English)
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14 July 1994
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Let \(f\) be a square integrable kernel on the \(m\)-dimensional unit cube, \(U\) the Skorokhod integral process in the \(m\)th Wiener chaos associated with it. Isoperimetric inequalities for functions on Wiener space yield the exponential integrability of the increments of \(U\). To this result we apply the majorizing measure technique to show that \(U\) possesses a continuous version and give an upper bound of its modulus of continuity.
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isoperimetric inequalities
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Skorokhod integral
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majorizing measure technique
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modulus of continuity
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