Соболевская регулярность для бесконечномерного уравнения Монжа-Ампера
This book presents a systematic exposition of the modern theory of Gaussian measures. The basic properties of finite and infinite dimensional Gaussian distributions, including their linear and nonlinear transformations, are discussed. The book is intended for graduate students and researchers in probability theory, mathematical statistics, functional analysis, and mathematical physics. It contains a lot of examples and exercises. The bibliography contains 844 items; the detailed bibliographical comments and subject index are included.
We propose a new construction of surface measures on infinite-dimensional spaces
The book gives a systematic account of the theory of differentiable measures and the Malliavin calculus.