Optimal approximation of Skorohod integrals
arXiv:1609.09282
Abstract
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.