Exponential tightness of a family of Skorohod integrals

Abstract

Exponential tightness of a family of Skorohod integrals is studied in this paper. We first provide a counterexample to illustrate that in general the exponential tightness with speed $\epsilon$ similar to Itô integral does not hold, even for any speed ${\epsilon }^{\alpha }$ with $\alpha >0$. Then, some characterizations of this subject are given. Application is also provided to illustrate the proposed results.