The Theory of Stochastic Processes III (Grundlehren der mathematischen Wissenschaften)
Die Grundlagen der Theorie der Markoffschen Prozesse
Doubly Stochastic Poisson Processes (Lecture Notes in Mathematics, 529)
Probability, Random Processes, and Ergodic Properties
Markov Processes: Ray Processes and Right Processes (Lecture Notes in Mathematics, 440)
Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
Markov Processes, Structure and Asymptotic Behavior (Grundlehren der mathematischen Wissenschaften)
Multiparameter Processes An Introduction to Random Fields
Extremes and Related Properties of Random Sequences and Processes (Springer Series in Statistics)
Random Integral Equations with Applications to Stochastic Systems (Lecture Notes in Mathematics, 233)