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A simple proof of the support theorem for diffusion processes

  • Annie Millet
  • Marta Sanz-Solé
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 1583)

Keywords

Stochastic Differential Equation Stochastic Partial Differential Equation Pitman Research Note Conjugate Exponent Support Theorem 
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References

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Copyright information

© Springer-Verlag 1994

Authors and Affiliations

  • Annie Millet
    • 1
    • 2
  • Marta Sanz-Solé
    • 3
  1. 1.Université Paris XFrance
  2. 2.Laboratoire de Probabilités URA 224Université Paris VIParis Cedex 05France
  3. 3.Facultat de MatemàtiquesUniversitat de BarcelonaBarcelonaSpain

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