论文标题
支持定理用于固定扩散过程
Support theorem for pinned diffusion processes
论文作者
论文摘要
在本文中，我们证明了Strock-varadhan类型的支持定理，用于固定扩散过程。为此，我们使用随机分析的两个有力结果。一种是用于布朗粗糙路径的准静脉分析。另一个是Aida-Kusuoka-Stroock的阳性定理，该定理是非脱位Wiener功能的加权定律的密度。
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.
