SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES

IF 0.8 2区数学 Q2 MATHEMATICS

Nagoya Mathematical Journal Pub Date : 2022-11-10 DOI:10.1017/nmj.2023.25

Y. Inahama

引用次数: 0

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.

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钉扎扩散过程的支持定理

本文证明了钉住扩散过程的Stroock-Varadhan型支持定理。为此，我们使用随机分析的两个强有力的结果。一是布朗粗糙路径的准确定分析。另一个是Aida-Kusuoka-Stroock关于非简并Wiener泛函加权律密度的正性定理。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Nagoya Mathematical Journal 数学-数学

CiteScore

1.60

自引率

0.00%

发文量

审稿时长

6 months

期刊介绍： The Nagoya Mathematical Journal is published quarterly. Since its formation in 1950 by a group led by Tadashi Nakayama, the journal has endeavoured to publish original research papers of the highest quality and of general interest, covering a broad range of pure mathematics. The journal is owned by Foundation Nagoya Mathematical Journal, which uses the proceeds from the journal to support mathematics worldwide.