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Definition (Isometry)
Let X,YX,YX,Y be metric spaces with distances dX,dYd_{X},d_{Y}dX,dY. A map, f:X→Yf:X\to Yf:X→Y, is called an isometry if for any a,b∈Xa,b\in Xa,b∈X dX(a,b)=dY(f(a),f(b))d_{X}(a,b)=d_{Y}(f(a),f(b))dX(a,b)=dY(f(a),f(b))
Itô Isometry