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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.

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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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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 …
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