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This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such

This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory

This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the a

The topics discussed in this book can be classified into three parts: . (i) Gaussian processes. The most general and in fact final representation theory of Gaus