Support theorem for pinned diffusion processes
Probability
2023-08-02 v2
Abstract
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.
Keywords
Cite
@article{arxiv.2211.05394,
title = {Support theorem for pinned diffusion processes},
author = {Yuzuru Inahama},
journal= {arXiv preprint arXiv:2211.05394},
year = {2023}
}
Comments
To appear in Nagoya Mathematical Journal. Minor errors were corrected. Some examples and references were added. 28 pages. No figure