SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES

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Description

In this paper, we prove a support theorem of Stroock–Varadhan type for pinned diffusion processes. To this end, we use two powerful results from stochastic analysis. One is quasi-sure analysis for Brownian rough path. The other is Aida–Kusuoka–Stroock’s positivity theorem for the densities of weighted laws of non-degenerate Wiener functionals.

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Details 詳細情報について

  • CRID
    1050018506568531456
  • NII Book ID
    AA00750899
  • ISSN
    21526842
    00277630
  • HANDLE
    2324/7173583
  • Text Lang
    en
  • Article Type
    journal article
  • Data Source
    • IRDB

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