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Sur la régularité des trajectoires des Martingales

✍ Scribed by D. Bakry

Publisher
Springer
Year
1979
Tongue
English
Weight
373 KB
Volume
50
Category
Article
ISSN
1432-2064

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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 × [