It is fairly well known that one of Hilbert’s famous list of problems is that of developing an axiomatic theory of mathematical probability theory (this problem could be said to have been solved by Khintchine, Kolmogorov, and Levy), and also among the list is the “axiomatization of physics.” What is not so well known is that these are two parts of one and the same problem, namely, the sixth, and that the axiomatics of probability are discussed in the context of the foundations of statistical mechanics. Although Hilbert could not have known it when he formulated his problems, probability theory is also central to the foundations of quantum theory. In this book, I wish to describe a very different interface between probability and mathematical physics, namely, the use of certain notions of integration in function spaces as technical tools in quantum physics. Although Nelson has proposed some connection between these notions and foundational questions, we shall deal solely with their use to answer a variety of questions in conventional quantum theory.