抄録
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.
本文言語 | 英語 |
---|---|
ページ(範囲) | 241-264 |
ページ数 | 24 |
ジャーナル | Nagoya Mathematical Journal |
巻 | 253 |
DOI | |
出版ステータス | 出版済み - 3月 8 2024 |
!!!All Science Journal Classification (ASJC) codes
- 数学一般