This volume consists of a long monographic paper by J. Hoffmann-Jorgensen and a number of shorter research papers and survey articles covering different aspects of functional analysis and its application to probability theory and differential equations.Lectures Given at the Inter-University Center of Postgraduate Studies, Dubrovnik, Yugoslavia, November 3-17, 1985Unitary colligations in Krein spaces and their role in the extension theory of isometries and symmetric linear relations in Hilbert spaces.- Quadratic and sesquilinear forms. Contributions to characterizations of inner product spaces.- The general marginal problem.- Invariant subspaces of shifts in quaternionic Hilbert space.- Energy in Markov processes.- On the almost convergence.- p-nuclear operators and cylindrical measures on tensor products of Banach spaces.Springer Book ArchivesDE