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Millet, Annie; Sanz-Solé, Marta
A simple proof of the support theorem for diffusion processes. Séminaire de probabilités de Strasbourg, 28 (1994), p. 36-48
Texte intégral djvu | pdf | Analyses MR 1329099 | Zbl 0807.60073 | 5 citations dans Numdam

URL stable: http://www.numdam.org/item?id=SPS_1994__28__36_0

Bibliographie

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[8] A. Millet AND M. Sanz-Solé, The Support of an Hyperbolic Stochastic Partial Differential Equation, Probability Theory and Related Fields, to appear, Prépublication du Laboratoire de Probabilités de l'Université Paris VI n.° 150, 1993.  MR 1262971
[9] D.W. Stroock AND S.R.S. Varadhan, On the Support of Diffusion Processes with Applications to the Strong Maximum Principle, Proc. Sixth Berkeley Symp. Math. Statist. Prob. III, 333-359, Univ. California Press, Berkeley, 1972.  MR 400425 |  Zbl 0255.60056
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