Quelques épilogues
Let be a linear Brownian motion, starting from 0, defined on the canonical probability space (Ω,ℱ,P). Consider a process belonging to the space (see Definition II.2). The Skorokhod integral is then well defined, for every t ∈ [0,1]. In this paper, we study the Besov regularity of the Skorokhod integral process . More precisely, we prove the following THEOREM III.1. (1)If 0 < α < 1/2 and with 1/α < p < ∞, then a.s. for all q ∈ [1,∞], and . (2) For every even integer p ≥...
Let denote a generalized Wiener space, the space of real-valued continuous functions on the interval , and define a random vector by where , , and is a partition of . Using simple formulas for generalized conditional Wiener integrals, given we will evaluate the generalized analytic conditional Wiener and Feynman integrals of the functions in a Banach algebra which corresponds to Cameron-Storvick’s Banach algebra . Finally, we express the generalized analytic conditional Feynman...