It pleases me very much to have opportunity for introducing this remarkable book on fine analytic path properties of Gaussian and related processes. In a series of papers in the nineteen twenties， Norbert Wiener undertook a mathematical analysis of Brownian motion.He showed that， except for a set of cases of probability zero' （with respect to what has been called Wiener measure since）， all the Brownian motion paths were continuous non-differentiable curves.In the forties，Paul Levy proved his famous modulus of continuity theorem that established "the exact rate of continuity" for almost all sample paths of Brownian motion （Wiener process ）.Ever since，thesefundamental contributions have been the principal guidelines in the literature on path properties of general Gaussian and many other related stochastic
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