A property of distributions of diffusion processes (Q1337879)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 687509
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A property of distributions of diffusion processes |
scientific article; zbMATH DE number 687509 |
Statements
A property of distributions of diffusion processes (English)
0 references
16 November 1994
0 references
Let \(\mu_X\) be a distribution of the diffusion process defined by the equation \(dX_t = a(X_t) dW_t\), where \(a\) is a bounded analytic function. It is proved that there exists a set \(B\) in the space of trajectories \(C ([0,1])\) of complete \(\mu_X\)-measures such that for any \(y,h \in C ([0,1])\) the set on the line \(\{t : y + th \in B\}\) is at most countable. This means that \(\mu_X\) is located on the exceptional set in the Aronszajn sense.
0 references
diffusion process
0 references
analytic function
0 references
space of trajectories
0 references
exceptional set
0 references
0.7395635843276978
0 references
0.7061258554458618
0 references
0.696308434009552
0 references
0.6952094435691833
0 references
