Keywords
- Stochastic Differential Equation
- Stochastic Partial Differential Equation
- Pitman Research Note
- Conjugate Exponent
- Support Theorem
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References
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© 1994 Springer-Verlag
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Millet, A., Sanz-Solé, M. (1994). A simple proof of the support theorem for diffusion processes. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXVIII. Lecture Notes in Mathematics, vol 1583. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0073832
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DOI: https://doi.org/10.1007/BFb0073832
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