- Essentials of Stochastic Processes
- Probability: Theory and Examples (Probability: Theory & Examples)
- The Essentials of Probability (Statistics)
- Stochastic Calculus: A Practical Introduction (Probability and Stochastics Series)
- Lectures on Probability Theory: Ecole d'Ete de Probabilites de Saint-Flour XXIII - 1993 (Lecture Notes in Mathematics)












