Probability and analysis : lectures given at the 1st 1985 session of the Centro internazionale matematico estivo (C.I.M.E.) held at Varenna (Como), Italy, May 31-June 8, 1985 / G. Letta and M. Pratelli

From the preface: "This volume collects the texts of the lectures presented at the CIME school on probability and analysis. The purpose of this session was not so much to offer a complete view on the subject, which is extremely wide and scattered, as to furnish some valid examples of the current areas of research interest in this direction.
"The four main speakers of these courses (J. M. Bismut, D. L. Burkholder, S. D. Chatterji and G. Pisier) presented a very precise and accurate exposition of important results, which were largely obtained by themselves. This volume also contains the texts of two seminars by M. Sion and W. Schachermayer.''
Contents: Jean-Michel Bismut, Probability and geometry (pp. 1–60); Donald L. Burkholder, Martingales and Fourier analysis in Banach spaces (pp. 61–108); S. D. Chatterji, Martingale theory: an analytical formulation with some applications in analysis (pp. 109–166); Gilles Pisier, Probabilistic methods in the geometry of Banach spaces (pp. 167–241); Walter Schachermayer, Some remarks on integral operators and equimeasurable sets (pp. 242–258); Maurice Sion, Cylinder measures, local bases and nuclearity (pp. 259–280).