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https://fabricebaudoin.wordpress.com/2013/04/10/lecture-30-the-stroock-varadhan-support-theorem/
Apr 10, 2013 · To conclude this course, we are going to provide an elementary proof of the Stroock–Varadhan support theorem which is based on rough paths theory. We first remind that the support of a random variable which defined on a metric space is the smallest closed such that .In particular if and only if for every open ball , .. Let be a -dimensional Brownian motion.
https://www.sciencedirect.com/science/article/pii/089812219090082U
The theorem we present here is a modification of the result of [1]. This modification serves as a useful tool for generalizing Strock-Varadhan' s support theorem to the case of unbounded coefficients b and ai' s. This is the subject of the second part of this paper.Cited by: 26
https://projecteuclid.org/euclid.bsmsp/1200514345
Jan 16, 2008 · On the support of diffusion processes with applications to the strong maximum principle. Daniel W. Stroock and S. R. S. Varadhan Full-text: Open access ... Stroock, Daniel W.; Varadhan, S. R. S. On the support of diffusion processes with applications to the strong maximum principle.
https://link.springer.com/article/10.1007/BF01288562
Mar 01, 1990 · In this article, ϱ. φ. is considered as a stochastic process taking values inC(ℝ n,ℝ); a description of the support of its law in the Fréchet spaceC([0,1],C(ℝ n,R)) is given. This result is the analogue for stochastic partial differential equations of the celebrated Stroock-Varadhan theorem for diffusion processes.Cited by: 10
http://www.hairer.org/papers/hormander.pdf
give a clean statement of Hormander’s theorem (see Definition 1.2 below). At the¨ intuitive level, the question of smoothness of transition probabilities is related to that of the extent of their support. The Stroock-Varadhan support theorem [SV72] characterises this as consisting precisely of the closure of the set of points that can
https://arxiv.org/pdf/1809.05965.pdf
Abstract. We prove a Stroock-Varadhan’s type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process on L2(R). The main ingredients of the proof are V. Mackeviˇcius’s approach to support theorem for diffusion processes and N.V. Krylov’s Lp-theory of ...
https://projecteuclid.org/euclid.bsmsp/1200514346
Jan 16, 2008 · Central Limit Theorem for an Infinite Lattice System of Interacting Diffusion Processes Deuschel, Jean-Dominique, The Annals of Probability, 1988; Global solutions of a strongly coupled reaction-diffusion system with different diffusion coefficients Somathilake, L. W. and Peiris, J. M. J. J., Journal of Applied Mathematics, 2005
https://en.wikipedia.org/wiki/Rough_path
It provides a toolbox to recover with relative ease many classical results in stochastic analysis (Wong-Zakai, Stroock-Varadhan support theorem, construction of stochastic flows, etc) without using specific probabilistic properties such as the martingale property or predictability.
https://cims.nyu.edu/~benarous/Publications/benarous_20.pdf
H¨older norms and the support theorem for diffusions G´erard Ben Arous, Mihai Gradinaru ... One shows that the Stroock-Varadhan [S-V] support theo-rem is valid in α-H¨older norm. The central tool is an estimate of the proba-bility that the Brownian motion has a large H¨older norm but a small uniform ... Support theorem in H¨older norm
https://ui.adsabs.harvard.edu/abs/2018arXiv180905965Y/abstract
Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
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