Support theorem for pinned diffusion processes. (English) Zbl 07812249
Summary: 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.
MSC:
| 60L90 | Applications of rough analysis |
| 60H07 | Stochastic calculus of variations and the Malliavin calculus |
| 60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
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