I'm reading Bernt Oksendal's "Stochasticc Differential Equations" and got confused at the definition of $L^p$-space of random variables.
In chapter 2, page 9 (sixth edition) it says (consider a given probability space $(\Omega, \mathscr{F}, P)$):
If $X:\Omega \rightarrow \mathbb{R}^n$ is a random variable and $p\in[1,\infty)$ is a constant we define the $L^p$-norm of $X$, $\| X \|_p$, by $$\|X\|_p = \|X\|_{L^p(P)} = \left(\int_{\Omega}|X(\omega)|^p dP(\omega)\right)^\frac{1}{p}$$
My questions is, how is the $|X(\omega)|$ defined?
$X$ itself is a mapping (function) from $\Omega$ to $\mathbb{R}^n$, since $\omega \in \Omega$, $X(\omega) \in \mathbb{R}^n$.
A norm in $\mathbb{R}^n$ itself could be defined in many many ways, such as $L^p$ norm.
Is the $|X(\omega)|$ here free to be defined by any norm in $\mathbb{R}^n$?