A simple proof of the support theorem for diffusion processes
A simple proof of the support theorem for diffusion processes
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DOI：
10.1007/bfb0073832
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发表时间：
1994
期刊：
影响因子：
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通讯作者：
A. Millet;M. Sanz-Solé
中科院分区：
文献类型：
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作者：
A. Millet;M. Sanz-Solé
设W表示一个d维标准Wiener过程，a：IRm-T IRm I8 i IRd和B：IRm-T IRm满足下列条件（H）a是C2类的，与它的一阶和二阶偏导数一起有界，B是全局Lipschitz有界的.对任意x ∈ IRm，设（Xt，t ∈ [0，1]）为随机微分方程的扩散解
Let W denote a d-dimensional standard Wiener process, a: IRm----T IRm I8i IRd and b: IRm----T IRm satisfy the following condition (H) a is of class C2, bounded together with its partial derivative of order one and two, and b is globally Lipschitz and bounded. For any x E IRm, let (Xt, t E [0, 1]) be the diffusion solution ofthe stochastic differential equation