Régularité Besov des trajectoires du processus intégral de Skorokhod

DOI10.4064/SM-117-3-205-223MaRDI QIDQ4882842zbMATH OpenOpenAlexFDO

Authors Gérard Lorang

Publication date 23 March 1997

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/216252

zbMATH Keywords

Besov regularitySkorokhod integral

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integrals (60H05)

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• Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case
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Cited in

(5)

• Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos
• Mouvement brownien et espaces de besov
• Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case
• Besov regularity for the generalized local time of the indefinite Skorohod integral
• Besov regularity of stochastic measures

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