{"title":"钉扎扩散过程的支持定理","authors":"Y. Inahama","doi":"10.1017/nmj.2023.25","DOIUrl":null,"url":null,"abstract":"\n 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.","PeriodicalId":49785,"journal":{"name":"Nagoya Mathematical Journal","volume":" ","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2022-11-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES\",\"authors\":\"Y. Inahama\",\"doi\":\"10.1017/nmj.2023.25\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\\n 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.\",\"PeriodicalId\":49785,\"journal\":{\"name\":\"Nagoya Mathematical Journal\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2022-11-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Nagoya Mathematical Journal\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1017/nmj.2023.25\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Nagoya Mathematical Journal","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1017/nmj.2023.25","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
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.
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.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
