2016/09/29 by Andreas Neuenkirch, Neuenkirch, Andreas, Peter Parczewski +1
Mathematics · Physics and Astronomy · #60H05 #60H07 #60H35 #Cosmology and Gravitation Theories #FOS: Mathematics #Probability (math.PR) #Quantum chaos and dynamical systems #Spectral Theory in Mathematical Physics
paper · pdf · doi:10.48550/arxiv.1609.09282
openalex publication_date 2016/09/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this manuscript, we determine the optimal approximation rate for Skorohod integrals of sufficiently regular integrands. This generalizes the optimal approximation results for Itô integrals. However, without adaptedness and the Itô isometry, new proof techniques are required. The main tools are a characterization via S-transform and a reformulation of the Wiener chaos decomposition in terms of Wick-analytic functionals.