# 随机过程 Stochastic Processes  MATH97113

Proof:
First note that $e\left(f_{1}\right), \ldots, e\left(f_{n}\right)$ are linearly independent whenever $f_{1}, \ldots, f_{n}$ are distinct, from which it is clear that $\sum_{i=1}^{n} x_{i} \otimes e\left(f_{i}\right)=0$ implies $x_{i}=0$ for all $i$, whenever $f_{i}$ ‘s are distinct. This will establish that the processes are well defined. The second part of the lemma will follow from Lemma 4.2.10 with the choice of the dense set $\mathcal{E}$ to be $\mathcal{E}(k)$ and $\mathcal{H}=\Gamma(k)$ and by noting the fact that $\mathcal{L}, \delta, \delta^{\prime}$ and $\sigma$ have appropriate ranges. For example,
$$\left\langle e(g), a_{g}^{\dagger}(\Delta)(x \otimes e(f))\right\rangle=\langle e(g), e(f)\rangle \int_{\Delta}\left\langle g(s), \delta^{\prime}(x)\right\rangle d s,$$

which belongs to $\mathcal{A}$, so the range of $a_{g^{\prime}}^{\dagger}(\Delta)$ is contained in $\mathcal{A} \otimes \Gamma(k)$. Similarly, one verifies that
$$\left\langle e(g), \Lambda_{a}(\Delta)(x \otimes e(f))\right\rangle=\langle e(g), e(f)\rangle \int_{\Delta}\left\langle g(s), \sigma(x){f(s)}\right\rangle d s,$$ which belongs to $\mathcal{A}$ since $\sigma(x) \in \mathcal{A} \otimes \mathcal{B}\left(k{0}\right)$.

## MATH97113  COURSE NOTES ：

For fixed $x \in \mathcal{A}, u \in h$ and $f \in L_{\mathrm{bc}}^{4}$, we define the integral $\int_{0}^{t} Y(s) \circ\left(a_{\delta}+\mathcal{I}{\mathcal{L}}\right)(d s)(x \otimes e(f)) u$ by setting it to be equal to $$\int{0}^{t} Y(s)\left(\left(\mathcal{L}(x)+\left\langle\delta\left(x^{}\right), f(s)\right\rangle\right) \otimes e(f)\right) u d s$$ This integral exists and is finite since $s \mapsto Y(s)\left(\left(\mathcal{L}(x)+\left\langle\delta\left(x^{}\right), f(s)\right\rangle\right) \otimes\right.$ $e(f)) u$ is strongly integrable over $[0, t]$. We define the integral involving the other two processes, that is, $\int_{0}^{t} Y(s) \circ\left(\Lambda_{a}+a_{g}^{\dagger}\right)(d s)(x \otimes e(f)) u$ by setting it to be equal to
$$\left(\int_{0}^{t} \Lambda_{T_{x}}(d s)+a_{S_{x}}^{\dagger}(d s)\right) u e(f),$$
which is well-defined by Corollary