訂正日: 2006/08/29訂正理由: -訂正箇所: 引用文献情報訂正内容: Right : 1) On the differentiability and the representation of the one-parameter semi-group of linear operators, the Journal of the Math. Soc. of Japan, 1 (1948). 2) We may obtain, similarly as (1.8), another representation of Ut: (1.8)' Ut x=limn→∞ (I-n-1t A)-n x. 3) P. Lévy: Théorie de l'addition des variables aléatoires, Paris (1937). 4) G. Birkhoff: Lattice Theory, New York (1940). S. Kakutani; Concrete representation of abstract (L)-spaces and the mean ergodic theorem, Ann, of Math., 42 (1941). 5) Cf. N. Dunford and I. E. Segal: Semi-groups of operators and the Weierstrass theorem, Bullet. Amer. Math. Soc., 52 (1946). 6) A. A. Eddington: On a formula for correcting statistics for the effect of a known probable error of observations, Monthly Notice R. Astr. Soc., 73 (1914). 7) A. Kolmogoroff: Die analytische Methoden in der Wahrscheinlichkeitsrechnung, Math. Ann., 104 (1931). 8) A. Khintchine: Déduction nouvelle d'une formule de P. Lévy, Bullet, de l'université d'état à Moscow, Sect. A, 1 (1937). 9) Cf. W. Feller: Zur Theorie der stochastischen Prozesse, Math. Ann., 113 (1936). K. Itô: On stochastic processes (II), to appear in the Mem. of the Am. Math. Soc. Our method of integration may be extended to the Fokker-Planck's equation in homogeneous Riemannian spaces. For example, we may determine the “Brownian motion” on the surface of the sphere. The details will be published elsewhere. Here I express my hearty thanks to Dr. K. Itô for his friendly criticism during the preparation of the present note.