Hölder norms and the support theorem for diffusions

Gérard Ben Arous; Mihai Gradinaru; Michel Ledoux

Annales de l'I.H.P. Probabilités et statistiques (1994)

  • Volume: 30, Issue: 3, page 415-436
  • ISSN: 0246-0203

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Ben Arous, Gérard, Gradinaru, Mihai, and Ledoux, Michel. "Hölder norms and the support theorem for diffusions." Annales de l'I.H.P. Probabilités et statistiques 30.3 (1994): 415-436. <http://eudml.org/doc/77489>.

@article{BenArous1994,
author = {Ben Arous, Gérard, Gradinaru, Mihai, Ledoux, Michel},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Hölder topology; Stratonovich stochastic differential equation; Brownian motion},
language = {eng},
number = {3},
pages = {415-436},
publisher = {Gauthier-Villars},
title = {Hölder norms and the support theorem for diffusions},
url = {http://eudml.org/doc/77489},
volume = {30},
year = {1994},
}

TY - JOUR
AU - Ben Arous, Gérard
AU - Gradinaru, Mihai
AU - Ledoux, Michel
TI - Hölder norms and the support theorem for diffusions
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1994
PB - Gauthier-Villars
VL - 30
IS - 3
SP - 415
EP - 436
LA - eng
KW - Hölder topology; Stratonovich stochastic differential equation; Brownian motion
UR - http://eudml.org/doc/77489
ER -

References

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  1. [B-BA-K] P. Baldi, G. Ben Arous, and G. Kerkycharian, Large deviations and Strassen law in Hölder norm, Stoch. Processes Applic, Vol. 42, 1992, pp. 171-180. Zbl0757.60014MR1172514
  2. [B-R] P. Baldi and B. Roynette, Some exact equivalents for the Brownian motion in Hölder norm, Probability Theory and Related Fields, Vol. 93, 1992, pp. 457-484. Zbl0767.60078MR1183887
  3. [BA-L] G. Ben Arous, and R. Léandre, Décroissance exponentielle du noyau de la chaleur sur la diagonale (II), Probability Theory and Related Fields, Vol. 90, 1991, pp. 337-402. Zbl0734.60027MR1133372
  4. [BA-G] G. Ben Arous and M. Gradinaru, Normes hölderiennes et support des diffusions, Comptes Rendus Acad. Sci., série I, Vol. 316, 1993, pp. 283-286. Zbl0768.60067MR1205200
  5. [Bi] J.M. Bismut, Mécanique aléatoire, LNM866, Springer Verlag, 1981. Zbl0457.60002MR629977
  6. [C] Z. Ciesielski, On the isomorphisms of the spaces Hα and m, Bull. Acad. Pol. Sc., Vol. 8, 1960, pp. 217-222. Zbl0093.12301MR132389
  7. [DG-E-...] S. Das Gupta, M.L. Eaton, I. Olkin, M. Perlman, L.J. Savage and M. Sobel, Inequalities on the probability content of convex regions for elliptically contoured distributions, Proc. Sixth Berkeley Symp. Math. Statist. Prob., II, Univ. California Press., Berkeley, 1972, pp. 241-267. Zbl0253.60021MR413364
  8. [L-T] M. Ledoux and M. Talagrand, Probability in Banach spaces, Springer Verlag, 1991. Zbl0748.60004MR1102015
  9. [M-S] A. Millet and M. Sanz-Solé, The support of an hyperbolic stochastic partial differential equation, Preprint. Zbl0765.60061
  10. [S-V] 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, Univ. California Press, Berkeley, 1972, pp. 333-359. Zbl0255.60056MR400425
  11. [S-Z] L.A. Shepp and O. Zeitouni, A note on conditional exponential moments and Onsager-Machlup functionals, Ann. of Prob., Vol. 20, 1992, pp. 652-654. Zbl0756.60038MR1159564

Citations in EuDML Documents

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  1. Ľubomír Baňas, Zdzisław Brzeźniak, Mikhail Neklyudov, Martin Ondreját, Andreas Prohl, Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere
  2. Gérard Ben Arous, Michel Ledoux, Grandes déviations de Freidlin-Wentzell en norme höldérienne
  3. P. Friz, T. Lyons, D. Stroock, Lévy's area under conditioning
  4. Martino Bardi, Annalisa Cesaroni, Almost sure properties of controlled diffusions and worst case properties of deterministic systems
  5. Peter Friz, Nicolas Victoir, Approximations of the brownian rough path with applications to stochastic analysis

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