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arXiv · 2211.05394

Support theorem for pinned diffusion processes

Yuzuru Inahama
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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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Yuzuru Inahama. 2022-11-10. Support theorem for pinned diffusion processes. https://arxiv.org/abs/2211.05394

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