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Additional resources for Séminaire de Probabilités XXVIII
Example text
R. Acad. Sc. Paris, t. 316, S@rie 1 n. 3, 283-286, (1993). [3] G. BEN Aaovs, M. GRADINARU AND M. LEDOUX, HSlder norms and the support theorem for diffusions, preprint. [4] Z. CIESlELSKI, On the isomorphisms of the spaces Ha and m, Bull. Acad. Pol. , 8,. 217-222 (1960), [5] I. GY(SNGY AND T. PR()HLE, On the approximation of stochastic differentim equations and on Stroock-Varadhan's support theorem, Computers Math. Applic, 19, 65-70 (1990). [6] N. IKEDA AND S. WATANABE, Stochastic Differential Equations and Diffusion Processes, Amsterdam, Oxford, New York: North Holland; Tokyo: Kodansha 1981.
Of Theorem variation. Tn = inf(t: o u t s i d e a null set: is a j u m p i n g the condition of locally f i n i t e L e m m a 10, and on Tp+I~S(I/) constructed S(p n) with associated with the sequence Proof of the sufficient are Tp+l>T p we have have I/ w i t h (32) f o r S(I/") = S(I/)^S(I/'). s. A = {T P N As - N AsAT' so -N As_l{t_