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

DOI10.1007/BF01192510zbMath0792.60047MaRDI QIDQ1326275

Peter Imkeller

Publication date: 14 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

modulus of continuityisoperimetric inequalitiesSkorokhod integralmajorizing measure technique

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (1)

Continuity of some anticipating integral processes

Cites Work

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• Lectures on stochastic differential equations and Malliavin calculus
• The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals
• Stochastic calculus with anticipating integrands
• Occupation densities for stochastic integral processes in the second Wiener chaos
• Dirichlet forms and analysis on Wiener space
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• Gaussian radon measures on locally convex spaces.

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