Let Ω1=C([0,T],Rd), Ω2=C([0,T],Rm), with the respective Wiener measures P1, P2 on them.
Let Ω=Ω1×Ω2, with the product measure P:=P1⊗P2.
For (\boldmath\mathchar2891,\boldmath\mathchar2892)∈Ω let B(\boldmath% \mathchar2891,\boldmath\mathchar2892)=\bol…