Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case |
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| Authors: | Hassan Lakhel Youssef Ouknine Ciprian A Tudor |
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| Institution: | 1. Faculté des Sciences Semlalia , Université Cadi Ayyad , B.P. 2390, Marrakech, Morocco;2. Département de Mathématiques , Université de La Rochelle , Avenue Michel Crépeau, La Rochelle Cedex 1, 17042, France |
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| Abstract: | Using the techniques of the Malliavin calculus and the properties of Gaussian processes, we prove that the paths of the indefinite Skorohod integral with respect to the fractional Brownian motion (fBm) with Hurst parameter less than 1/2 belongs to the Besov space B p , X H , for any p >(1/ H ). |
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| Keywords: | Fractional Brownian Motion Stochastic Integrals Malliavin Calculus Besov Spaces |
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