Boundary Theory for Symmetric Markov Processes (Lecture Notes in Mathematics, 516)
Markov Processes: Ray Processes and Right Processes (Lecture Notes in Mathematics, 440)
The Theory of Stochastic Processes III (Grundlehren der mathematischen Wissenschaften)
Doubly Stochastic Poisson Processes (Lecture Notes in Mathematics, 529)
Symmetric Hilbert Spaces and Related Topics: Infinitely Divisible Positive Definite Functions. Continuous Products and Tensor Products. Gaussian and ... Processes (Lecture Notes in Mathematics, 261)
Random Integral Equations with Applications to Stochastic Systems (Lecture Notes in Mathematics, 233)
Lectures from Markov Processes to Brownian (Grundlehren Der Mathematischen Wissenschaften)
Potential Theory (Lecture Notes in Mathematics, 408)
Die Grundlagen der Theorie der Markoffschen Prozesse
Multiple Wiener-Ito Integrals: With Applications to Limit Theorems (Lecture Notes in Mathematics)