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Review: I. I. Gihman and A. V. Skorohod, The theory of stochastic processes. I, and E. J. McShane, Stochastic calculus and stochastic models, and Albert Badrikian and Simone Chevet, Mesures cylindriques, espaces de Wiener, et fonctions aléatoires Gaussiennes, and William F. Stout, Almost sure convergence, and A. V. Skorohod, Integration in Hilbert space
Stroock, D. W.
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Review: Harro Heuser, Funktionanalysis, and Richard B. Holmes, Geometric functional analysis and its applications, and Michael Reed and Barry Simon, Functional analysis, and Michael Reed and Barry Simon, Methods of modern mathematical physics, vol. II, Fourier analysis, self-adjointness
Berberian, Sterling K.
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