Support theorem for pinned diffusion processes

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.

arXiv commentTo appear in Nagoya Mathematical Journal. Minor errors were corrected. Some examples and references were added. 28 pages. No figure