notation

1. usually denotes a standard Brownian motion.
2. The index t usually denotes the running time of a process.
3. denotes the indicator of a generic set A taking the value 1 if A occurs and 0 otherwise.
4. denotes the Wiener measure.
5. denotes the expectation with respect to the measure .
6. denotes the positive part of a, i.e., .
7. denotes the negative part of a, i.e., .
8. .