An Introduction to Infinite-Dimensional Analysis

From the reviews:

"This is an extended version of the author’s ‘An introduction to infinite-dimensional analysis’ published by Scuola Normale Superiore, Pisa … . A well written textbook (even an introductory research monograph), suitable for teaching a graduate course." (Neils Jacob, Zentralblatt MATH, Vol. 1109 (11), 2007)

"The present volume collects together … the notes of the course on infinite-dimensional analysis held by the author at the Scuola Normale Superiore of Pisa in recent years. The book is intended for people who have some knowledge of functional analysis … . It provides an extremely useful tool for those scholars who are interested in learning some basics about Gaussian measures in Hilbert spaces, Brownian motion, Markov transition semigroups … . The book is well written and all arguments are clearly and rigorously presented." (Sandra Cerrai, Mathematical Reviews, Issue 2009 a)