This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the fini

A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.

This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite

This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between

This volume discusses the extended stochastic integral (ESI) (or Skorokhod-Hitsuda Integral) and its relation to the logarithmic derivative of differentiable me