“…We introduce the measurable space (C([0, +∞); R), B(C([0, +∞); R))) and now we denote X the canonical process on C([0, +∞); R). Finding a solution in law to Equation (3) consists in finding a probability measure P on (C([0, +∞); R), B(C([0, +∞); R))) such that the canonical process (X t , t ≥ 0) is a solution of (3). In this formulation, the Brownian motion and the probability space (Ω,F,P ) on which it lives, must be specified in terms of (C([0, +∞); R), B(C([0, +∞); R)), P ) (see e.g.…”