- Brownian Motion, Martingales, and Stochastic Calculus
- Ecole d'Ete de Probabilites de Saint-Flour XX - 1990 (Lecture Notes in Mathematics)
- Spatial Branching Processes, Random Snakes, and Partial Differential Equations (Lectures in Mathematics Eth Zurich)
- Mouvement Brownien, Martingales Et Calcul Stochastique
- Brownian Motion, Martingales, and Stochastic Calculus