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SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES
Published online by Cambridge University Press: 08 September 2023
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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- © The Author(s), 2023. Published by Cambridge University Press on behalf of Foundation Nagoya Mathematical Journal
Footnotes
The author is supported by Japan Society for the Promotion of Science, Grants-in-Aid for Scientific Research (Grant No. 20H01807).