Stochastic Processes in Banach Spaces

These notes have been prepared to accompany a series of lectures given at the Uni-versity of Manchester 2009. Since there are only a few lectures I can not give every detail in the classes but I hope that you find an answer here or at least the idea, where you can find more in the literature. The content of this series of lectures is very much chosen according to my own interest and it represents my own point of view. There are many other fields in the area of stochastic processes or probability theory on Banach spaces which are not even mentioned in these notes but might be much more important. These notes are very much influenced by works, discussions and ideas from my col-laborators D. Applebaum, O. van Gaans and J. van Neerven. I’d like to thank them very much for their help. Israel Gel’fand wrote already 1956: Apart from quantum theory of fields, integration and analysis in functional spaces are interesting for the theory of stochastic processes, the theory of information and physics. The development of this branch of analysis may accordingly turn out to b