Markov Processes: Ray Processes and Right Processes (Lecture Notes in Mathematics, 440)
Multiple Wiener-Ito Integrals: With Applications to Limit Theorems (Lecture Notes in Mathematics)
Doubly Stochastic Poisson Processes (Lecture Notes in Mathematics, 529)
Symmetric Markov Processes (Lecture Notes in Mathematics, 426)
Calcul Stochastique et Problèmes de Martingales (Lecture Notes in Mathematics, 714) (French Edition)
Measure Theory. Applications to Stochastic Analysis: Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 (Lecture Notes in Mathematics, 695)
Random Integral Equations with Applications to Stochastic Systems (Lecture Notes in Mathematics, 233)
The Theory of Stochastic Processes III (Grundlehren der mathematischen Wissenschaften)
Limit Theorems for Stochastic Processes
Boundary Theory for Symmetric Markov Processes (Lecture Notes in Mathematics, 516)