I am interested by functional analysis and probability. I would like to know if you have any books that deal with these two subjects (at a graduate level) to recommend?

I'm looking for a book that has a unified approach to both subjects. My interest is broad and ranges from the study of Markov semigroups to the study of Gaussian Sobolev spaces for example.

The book closest to this is : Functional analysis for probability and stochastic process by Adam Brobowski. The book seems great but I would like to know the state of the art on this literature by people with more experience than me in these fields.

Thank you a lot !

I am interested by functional analysis and probability. I would like to know if you have any books that deal with these two subjects (at a graduate level) to recommend?

I'm looking for a book that has a unified approach and stress the interplay between both subjects. My interest is broad and ranges from the study of Markov semigroups to the study of Gaussian Sobolev spaces for example.

The book closest to this is : Functional analysis for probability and stochastic process by Adam Brobowski. The book seems great but I would like to know the state of the art on this literature by people with more experience than me in these fields.

Thank you a lot !