“…Note that when a(t) ≡ 0 and b(t) = t, the GBMP is an SBMP, and so the function space C a,b [0, T ] reduces to the classical Wiener space C 0 [0, T ]. But we are obliged to point out that an SBMP used in [1,2,3,4,5,16,17,18,19,20,21,22,23,24,25] is stationary in time and is free of drift. While, the GBMP used in this paper as well as in [6,7,8,9,10,11,12,13,14] is nonstationary in time and is subject to a drift a(t).…”