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A Banach space is a complete normed vector space: A vector space equipped with a norm such that every Cauchy sequence converges.
2
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What (continuous) stochastic processes have path measures that are absolutely continuous w.r...
Let $\mu_0$ be the law of a Brownian motion $B$. Let $\mu$ be any measure equivalent to $\mu_0$. Then by a converse version of Girsanov there exists a progressively measurable $F$ whose sample paths a …
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vote
Accepted
Does there exists an example of a Banach space that is compactly LUR; but not LUR
Definition A Banach space $X$ is strictly convex if for all $x,y\in S_X$ with $\|x+y\|=2$ we have that $x=y$.
Proposition A Banach space $X$ is LUR iff it is CLUR and strictly convex.
Proof: Let $X$ b …