Abstract
We study the solution $\xi_t$ to an elliptic stochastic equation and the solution $(\xi_t, \eta_t)$ to a lift of this equation, under a condition on the behaviour of $\xi_t$. We obtain a "conditional" equation which gives the conditional behaviour, and we use it to deduce a conditioned version of the Stroock-Varadhan support theorem.
Citation
Andrew Carverhill. "Conditioning a Lifted Stochastic System in a Product Space." Ann. Probab. 16 (4) 1840 - 1853, October, 1988. https://doi.org/10.1214/aop/1176991601
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