It seems hard to believe, but mathematicians were not interested in integration problems on infinite-dimensional nonlinear structures up to 70s of our century.
Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, r
This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the fini
The title High Dimensional Probability is used to describe the many tributaries of research on Gaussian processes and probability in Banach spaces that started