Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos |
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Authors: | Peter Imkeller |
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Institution: | (1) Mathematisches Institut der LMU München, Theresienstrasse 39, D-80333 München, Germany |
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Abstract: | Summary Letf be a square integrable kernel on them-dimensional unit cube,U the Skorohod integral process in them
th Wiener chaos associated with it. Isoperimetric inequalities for functions on Wiener space yield the exponential integrability of the increments ofU. To this result we apply the majorizing measure technique to show thatU possesses a continuous version and give an upper bound of its modulus of continuity. |
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Keywords: | 60H05 60G17 60J65 60G15 |
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