Author： Lakhel Hassan
Publisher： Taylor & Francis Ltd
ISSN： 1045-1129
Source： Stochastics and Stochastics Reports, Vol.74, Iss.3-4, 2002-01, pp. : 597-615
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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 Bp,∞H, for any p>(1/H).
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