Measure Theory

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This book giving an exposition of the foundations of modern measure theory offers three levels of presentation: a standard university graduate course, an advanc

Real and Functional Analysis

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This book is based on lectures given at "Mekhmat", the Department of Mechanics and Mathematics at Moscow State University, one of the top mathematical departmen

Fokker-Planck-Kolmogorov Equations

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This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of

Differentiable Measures and the Malliavin Calculus

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This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the fini

Stochastic Partial Differential Equations and Related Fields

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This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference ''Stochastic Partial Differential Equati