- Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum
- Counterexamples in Measure and Integration
- Prozesse und Martingale (De Gruyter Studium)
- Measures, Integrals and Martingales
- Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties