Die Grundlagen der Theorie der Markoffschen Prozesse
Markov Processes: Ray Processes and Right Processes (Lecture Notes in Mathematics, 440)
Symmetric Markov Processes (Lecture Notes in Mathematics, 426)
Random Integral Equations with Applications to Stochastic Systems (Lecture Notes in Mathematics, 233)
Doubly Stochastic Poisson Processes (Lecture Notes in Mathematics, 529)
Lectures from Markov Processes to Brownian (Grundlehren Der Mathematischen Wissenschaften)
Boundary Theory for Symmetric Markov Processes (Lecture Notes in Mathematics, 516)
Ecole d'Ete de Probabilites: Processus Stochastiques
Markov Processes, Structure and Asymptotic Behavior (Grundlehren der mathematischen Wissenschaften)
Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)