Skorohod integral of a product of two stochastic processes (Q1356621)

Denote by \(P\) the class of random variables \(F\) of the form \(F=f(W(h_1),\dots, W(h_n))\), where \(f\) is a polynomial, \(h_i\in L^2([0,1])\), \(1\leq i\leq n\), and \(W\) is a Wiener process. Let us denote the space \({\mathbb{D}}^{s,p}\) as the completion of \(P\) by the norm \(|F|_{s,p}=|(I-L)^{s/2}F|_p\), \(s\in{\mathbb{R}}\), \(p>1\), where \(L\) is the generator of the Ornstein-Uhlenbeck semigroup. Set \[ {\mathbf L}:=\bigg\{ u\in L^2(\Omega\times [0,1])\colon \int_0^1\big( E(u_t^2)\big)^2dt<\infty, \sup_{t\in[0,1]}|u_t|_{1/2,2}<\infty \bigg\}. \] If \(u\) and \(v\) are processes which are adapted and backward adapted, respectively, which belong to the class \({\mathbf L}\), then it is shown that the product \(uv\) is Skorohhod integrable.