Brownian Motion
نویسنده
چکیده
1 Notation In these notes we shall in general use standard notation. For every n ∈ N Bn denotes the Borel algebra on R and if (Ω,F , P ) is a probability space, X : Ω→ R a random variable, then we let X(P ) denote the distribution measure (the image measure) on R of X, e.g. X(P )(A) = P (X−1(A)) for allA ∈ Bn. (1.1) If n ∈ N, we let 〈·, ·〉 denote the canonical inner product on R. Hence for all x = (x1, x2, . . . , xn) ∈ R og alle y = (y1, y2, . . . , yn) ∈ R we have 〈x, y〉 = n ∑
منابع مشابه
Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion
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