Timeline for What happens to an SDE conditional on the underlying Brownian motion being close to $f \in C[0, T]$?
Current License: CC BY-SA 4.0
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| when toggle format | what | by | license | comment | |
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| Nov 15 at 11:06 | vote | accept | Nate River | ||
| Nov 14 at 15:10 | answer | added | Pierre PC | timeline score: 1 | |
| Oct 29 at 10:24 | comment | added | Nate River | Yes, that was the other possibility I had in mind, which is that - like the Stroock-Varadhan theorem - the support ends up full. I would indeed be interested. @PierrePC | |
| Oct 29 at 10:22 | comment | added | Pierre PC | If $\sigma$ is "generic" (but still smooth), then when $W$ spins in place $X$ will pick up a drift. In this situation, the support of $X$ will actually be full. Would you be interested in an answer in this direction ? | |
| Oct 29 at 6:32 | history | edited | Nate River | CC BY-SA 4.0 |
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| Oct 29 at 6:14 | history | edited | Nate River | CC BY-SA 4.0 |
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| Oct 29 at 5:26 | history | edited | Nate River | CC BY-SA 4.0 |
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| Oct 29 at 5:20 | history | edited | Nate River | CC BY-SA 4.0 |
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| Oct 29 at 5:15 | history | asked | Nate River | CC BY-SA 4.0 |