SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES
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Publication:6123018
DOI10.1017/NMJ.2023.25arXiv2211.05394OpenAlexW4386543528MaRDI QIDQ6123018
Publication date: 4 March 2024
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2211.05394
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of rough analysis (60L90)
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