SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES

DOI10.1017/nmj.2023.25arXiv2211.05394OpenAlexW4386543528MaRDI QIDQ6123018

Yuzuru Inahama

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

Mathematics Subject Classification ID

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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