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Classical Wiener space : ウィキペディア英語版 | Classical Wiener space
In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a sub-interval of the real line), taking values in a metric space (usually ''n''-dimensional Euclidean space). Classical Wiener space is useful in the study of stochastic processes whose sample paths are continuous functions. It is named after the American mathematician Norbert Wiener. ==Definition== Consider ''E'' ⊆ R''n'' and a metric space (''M'', ''d''). The classical Wiener space ''C''(''E''; ''M'') is the space of all continuous functions ''f'' : ''E'' → ''M''. I.e. for every fixed ''t'' in ''E'', : as In almost all applications, one takes ''E'' = (''T'' ) or [0, +∞) and ''M'' = R''n'' for some ''n'' in N. For brevity, write ''C'' for ''C''([0, ''T'']; R''n''); this is a vector space. Write ''C''0 for the linear subspace consisting only of those functions that take the value zero at the infimum of the set ''E''. Many authors refer to ''C''0 as "classical Wiener space".
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