Symmetric Markov Processes (Lecture Notes in Mathematics, 426)
Boundary Theory for Symmetric Markov Processes (Lecture Notes in Mathematics, 516)
Doubly Stochastic Poisson Processes (Lecture Notes in Mathematics, 529)
The Theory of Stochastic Processes III (Grundlehren der mathematischen Wissenschaften)
Lectures from Markov Processes to Brownian (Grundlehren Der Mathematischen Wissenschaften)
Amarts and Set Function Processes (Lecture Notes in Mathematics, 1042)
Markov Processes for Stochastic Modeling
Die Grundlagen der Theorie der Markoffschen Prozesse
The Dynkin Festschrift Markov Processes and Their Applications
Multiple Wiener-Ito Integrals: With Applications to Limit Theorems (Lecture Notes in Mathematics)