This unique book on the subject addresses fundamental problems and will be the standard reference for a long time to come. The authors have different scientific
This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the fini
This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite
A paper that studies two types of integral transformation associated with fractional Brownian motion. They are applied to construct approximation schemes for fr
This volume contains more than sixty invited papers of international wellknown scientists in the fields where Alain Bensoussan's contributions have been particu