Hölder norms and the support theorem for diffusions
Ben Arous, Gérard ; Gradinaru, Mihai ; Ledoux, Michel
HAL, hal-00120184 / Harvested from HAL
Text on HAL
One shows that the Stroock-Varadhan support theorem is valid in $\alpha$-Hölder norm. The central tool is an estimate of the probability that the Brownian motion has a large Hölder norm but a small uniform norm.
Publié le : 1994-07-05
Classification:  diffusion processes,  support theorem,  Brownian motion,  Hölder norm,  gaussian measures,  60J60, 60H10, 60J65, 46E15,60G15,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA] 
@article{hal-00120184,
     author = {Ben Arous, G\'erard and Gradinaru, Mihai and Ledoux, Michel},
     title = {H\"older norms and the support theorem for diffusions},
     journal = {HAL},
     volume = {1994},
     number = {0},
     year = {1994},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00120184}
}

Ben Arous, Gérard; Gradinaru, Mihai; Ledoux, Michel. Hölder norms and the support theorem for diffusions. HAL, Tome 1994 (1994) no. 0, . http://gdmltest.u-ga.fr/item/hal-00120184/