Markov Processes: Ray Processes and Right Processes (Lecture Notes in Mathematics, 440)
Symmetric Markov Processes (Lecture Notes in Mathematics, 426)
The Theory of Stochastic Processes III (Grundlehren der mathematischen Wissenschaften)
Boundary Theory for Symmetric Markov Processes (Lecture Notes in Mathematics, 516)
Random Integral Equations with Applications to Stochastic Systems (Lecture Notes in Mathematics, 233)
Multiple Wiener-Ito Integrals: With Applications to Limit Theorems (Lecture Notes in Mathematics)
Amarts and Set Function Processes (Lecture Notes in Mathematics, 1042)
Point Process Theory and Applications Marked Point and Piecewise Deterministic Processes
Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)
Ecole d'Ete de Probabilites: Processus Stochastiques