Régularité Besov des trajectoires du processus intégral de Skorohod

✍ Scribed by A Berkaoui; Y Ouknine

• Publisher: Elsevier Science
• Year: 1999
• Tongue: French
• Weight: 133 KB
• Volume: 123
• Category: Article
• ISSN: 0007-4497
• DOI: 10.1016/s0007-4497(99)00109-8

✦ Synopsis

Let {W t , 0 t 1} be a linear Brownian motion, starting from 0, defined on the canonical probability space (Ω, F, P ). In this paper we provide sufficient conditions for the Skorohod integral to belong to the Besov space B 1/2 p,∞ , p 4. We require firstly the integrand to be in the space L ∞ (Ω × [0, 1]) ∩ L p+1,2 and segondly to be in the space L ∞ (Ω × [0, 1]) ∩ L p+2,3,F . © Éditions scientifiques et médicales Elsevier SAS (*) Supported by TWAS under contract No. 95-306 RG/MATHS/AF/AC.