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Gaussian measures. Transl. from the Russian by the author. (English) Zbl 0913.60035
Mathematical Surveys and Monographs. 62. Providence, RI: American Mathematical Society (AMS). xii, 433 p. (1998).
This is the English translation of the original Russian edition from 1997, see the review Zbl 0883.60032.

MSC:
60G15 Gaussian processes
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60B11 Probability theory on linear topological spaces
28C20 Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
60G17 Sample path properties
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