A NOTE ON ITO PROCESSES

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 $\gamma : J \to R^n$ with the sup-norm $\Vert \gamma \Vert_C = sup_{s \in J} $\mid$\gamma(x)$\mid$$ where $$\mid$\cdot$\mid$$ 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 $T : E \to F$ with the norm $\Vert T \Vert = sup {$\mid$T(x)$\mid$_F : x \in E, $\mid$x$\mid$_E \leq 1}$.