Integration and Probability

It is a distinct pleasure to have the opportunity to introduce Professor Malliavin's book to the English-speaking mathematical world. In recent years there has been a noticeable retreat from the level of abstraction at which graduate-level courses in analysis were previously taught in the United States and elsewhere. In contrast to the practices used in the 1950s and 1960s, when great emphasis was placed on the most general context for integration and operator theory, we have recently witne...