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. |
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