Markov Processes, Structure and Asymptotic Behavior (Grundlehren der mathematischen Wissenschaften)
From Brownian Motion to Schrödinger’s Equation
The Dynkin Festschrift Markov Processes and Their Applications
Markov Processes, Brownian Motion, and Time Symmetry
Markov Processes: Ray Processes and Right Processes (Lecture Notes in Mathematics, 440)
The Theory of Stochastic Processes III (Grundlehren der mathematischen Wissenschaften)
Brownian Motion, Obstacles and Random Media
Symmetric Markov Processes (Lecture Notes in Mathematics, 426)
Boundary Theory for Symmetric Markov Processes (Lecture Notes in Mathematics, 516)
Handbook of Brownian Motion: Facts and Formulae (Probability and Its Applications)