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These lecture notes contain an introduction to some of the fundamental ideas and results in analysis and probability on infinite-dimensional spaces, mainly Gaussian measures on Banach spaces.
Measurable functions on Hilbert space
Leonard Gross · 1962
Earlier work this paper cites.
Abstract Wiener spaces
Leonard Gross · 1967
Earlier work this paper cites.
Intégrabilité des vecteurs gaussiens
Xavier Fernique · 1970
Earlier work this paper cites.
On seminorms and probabilities, and abstract Wiener spaces
R. M. Dudley, Jacob Feldman, and L. Le Cam · 1971
Earlier work this paper cites.
Logarithmic Sobolev inequalities
Leonard Gross · 1975
Earlier work this paper cites.
Gaussian measures in Banach spaces
Hui Hsiung Kuo · 1975
Earlier work this paper cites.
A course in functional analysis , volume 96 of Graduate Texts in Mathematics
John B. Conway · 1990
Cited alongside, same era.
Brownian motion and stochastic calculus , volume 113 of Graduate Texts in Mathematics
Ioannis Karatzas and Steven E. Shreve · 1991
Cited alongside, same era.
Introduction to the theory of (nonsymmetric) Dirichlet forms
Zhi Ming Ma and Michael Röckner · 1992
Cited alongside, same era.
Dirichlet forms with polynomial domain
B. Schmuland · 1992
Cited alongside, same era.
Classical descriptive set theory , volume 156 of Graduate Texts in Mathematics
Alexander S. Kechris · 1995
Cited alongside, same era.
Gaussian measures , volume 62 of Mathematical Surveys and Monographs
Vladimir I. Bogachev · 1998
Cited alongside, same era.
Heat kernel weighted l 2 l^{2} spaces
Bruce K. Driver
Cited in the paper.
Probability tools with examples
Bruce K. Driver
Cited in the paper.
The Malliavin calculus and related topics
David Nualart · 2006
Later among the works it cites.
Probability: theory and examples
Rick Durrett · 2010
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Analysis on Wiener space and applications
A. S. Üstünel · 2010
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A hereditarily indecomposable ℒ ∞ \mathcal{L}_{\infty} -space that solves the scalar-plus-compact problem
Spiros A. Argyros and Richard G. Haydon · 2011
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Is there a constructive proof of this characterization of ℓ 2 \ell^{2} ?
Didier Piau · 2011
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