A simple proof of the support theorem for diffusion processes
Séminaire de probabilités de Strasbourg (1994)
- Volume: 28, page 36-48
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topMillet, Annie, and Sanz-Solé, Marta. "A simple proof of the support theorem for diffusion processes." Séminaire de probabilités de Strasbourg 28 (1994): 36-48. <http://eudml.org/doc/113887>.
@article{Millet1994,
author = {Millet, Annie, Sanz-Solé, Marta},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {support theorem; Hölder norm; Cameron-Martin space; Girsanov's theorem},
language = {eng},
pages = {36-48},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A simple proof of the support theorem for diffusion processes},
url = {http://eudml.org/doc/113887},
volume = {28},
year = {1994},
}
TY - JOUR
AU - Millet, Annie
AU - Sanz-Solé, Marta
TI - A simple proof of the support theorem for diffusion processes
JO - Séminaire de probabilités de Strasbourg
PY - 1994
PB - Springer - Lecture Notes in Mathematics
VL - 28
SP - 36
EP - 48
LA - eng
KW - support theorem; Hölder norm; Cameron-Martin space; Girsanov's theorem
UR - http://eudml.org/doc/113887
ER -
References
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- [2] G. Ben Arous AND M. Gradinaru, Normes Höldériennes et support des diffusions, C.R. Acad. Sc.Paris, t. 316, Série 1 n. 3, 283-286, (1993). Zbl0768.60067MR1205200
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- [7] V. Mackevicius, On the Support of the Solution of Stochastic Differential Equations, Lietuvos Matematikow RinkingsXXXVI (1), 91-98 (1986). Zbl0621.60062MR847207
- [8] A. Millet AND M. Sanz-Solé, The Support of an Hyperbolic Stochastic Partial Differential Equation, Probability Theory and Related Fields, to appear, Prépublication du Laboratoire de Probabilités de l'Université Paris VI n.° 150, 1993. MR1262971
- [9] D.W. Stroock AND S.R.S. Varadhan, On the Support of Diffusion Processes with Applications to the Strong Maximum Principle, Proc. Sixth Berkeley Symp. Math. Statist. Prob.III, 333-359, Univ. California Press, Berkeley, 1972. Zbl0255.60056MR400425
- [10] D.W. Stroock AND S.R.S. Varadhan, On Degenerate Elliptic-Parabolic Operators of Second Order and their Associated Diffusions, Comm. on Pure and Appl. Math. Vol XXV, 651-713 (1972). Zbl0344.35041MR387812
- [11] D.W. Stroock AND S.R.S. Varadhan, Multidimensional processes, Springer-Verlag, Berlin Heildelberg, New York, 1979. Zbl0426.60069MR532498
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- Martino Bardi, Annalisa Cesaroni, Almost sure properties of controlled diffusions and worst case properties of deterministic systems
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