'Written by a well-known expert in fractional stochastic calculus, this book offers a comprehensive overview of Gaussian analysis, with particular emphasis on n

This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables

This monograph develops the Gaussian functional capacity theory with applications to restricting the Gaussian Campanato/Sobolev/BV space. Included in the text i

Authored by a ranking authority in Gaussian harmonic analysis, this book embodies a state-of-the-art entrée at the intersection of two important fields of rese