Special Session 9: Stochastic Analysis and Large Scale Interacting Systems

Support theorem for pinned diffusion processes

Yuzuru Inahama
Kyushu University
Japan
Co-Author(s):    
Abstract:
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.