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Let $W_t:0\le t\le 1$ be a linear Brownian motion, starting from 0, defined on the canonical probability space (Ω,ℱ,P). Consider a process $u_t:0\le t\le 1$ belonging to the space ${ℒ}^{2,1}$ (see Definition II.2). The Skorokhod integral $U_t={ʃ}_0^{t}u\delta W$ is then well defined, for every t ∈ [0,1]. In this paper, we study the Besov regularity of the Skorokhod integral process $t\mapsto U_t$. More precisely, we prove the following THEOREM III.1. (1)If 0 < α < 1/2 and $u\in {ℒ}^{p,1}$ with 1/α < p < ∞, then a.s. $t\mapsto U_t\in {ℬ}_{p,q}^{\alpha }$ for all q ∈ [1,∞], and $t\to U_t\in {ℬ}_{p,\infty }^{\alpha ,0}$. (2) For every even integer p ≥...