Abstract
In the article, Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order n is an element of N is treated. We assume that the considered processes belong to the Holder space
C-alpha([0,T];L-2(Omega)) with alpha is an element of (0,1), and we give sufficient conditions for them to have paths in the exponential Besov-Orlicz space
B-phi 2/n,infinity(alpha)(0,T) with phi(2/n)(x)=e(x2/n) - 1.
These results provide an extension of what is known for scalar Gaussian stochastic processes to stochastic processes in an arbitrary finite Wiener chaos. As an application, the Besov-Orlicz path regularity of fractionally filtered Hermite processes is studied. But while the main focus is on the non-Gaussian case, some new path properties are obtained even for fractional Brownian motions.