- A NOTE ON ITO PROCESSES
- A NOTE ON ITO PROCESSES
- ㆍ 저자명
- Choi. Won
- ㆍ 간행물명
- Communications of the Korean Mathematical Society
- ㆍ 권/호정보
- 1994년|9권 3호|pp.731-737 (7 pages)
- ㆍ 발행정보
- 대한수학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
Let $(Omega, F, P)$ be a probability space with F a $sigma$-algebra of subsets of the measure space $Omega$ and P a probability measures on $Omega$. Suppose $a > 0$ and let $(F_t)_{t in [0,a]}$ be an increasing family of sub-$sigma$- algebras of F. If $r > 0$, let $J = [-r, 0]$ and $C(J, R^n)$ the Banach space of all continuous paths $gamma : J o R^n$ with the sup-norm $Vert gamma Vert_C = sup_{s in J} $mid$gamma(x)$mid$$</TEX> where $$mid$cdot$mid$$</TEX> denotes the Euclidean norm on $R^n$. Let E and F be separable real Banach spaces and L(E,F) be the Banach space of all continuous linear maps $T : E o F$ with the norm $Vert T Vert = sup {$mid$T(x)$mid$_F : x in E, $mid$x$mid$_E leq 1}$</TEX>.