Brownian moving averages have conditional full support
Cherny, Alexander
Ann. Appl. Probab., Tome 18 (2008) no. 1, p. 1825-1830 / Harvested from Project Euclid
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We prove that any Brownian moving average ¶ Xt=∫−∞t (f(s−t)−f(s)) dBs,  t≥0, ¶ satisfies the conditional full support condition introduced by Guasoni, Rásonyi and Schachermayer [Ann. Appl. Probab. 18 (2008) 491–520].
Publié le : 2008-10-15
Classification:  Brownian moving average,  conditional full support,  Titchmarsh convolution theorem,  91B28,  60G15 
@article{1225372951,
     author = {Cherny, Alexander},
     title = {Brownian moving averages have conditional full support},
     journal = {Ann. Appl. Probab.},
     volume = {18},
     number = {1},
     year = {2008},
     pages = { 1825-1830},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1225372951}
}

Cherny, Alexander. Brownian moving averages have conditional full support. Ann. Appl. Probab., Tome 18 (2008) no. 1, pp.  1825-1830. http://gdmltest.u-ga.fr/item/1225372951/