- Brownian Motion: A Guide to Random Processes and Stochastic Calculus
- Measure, Integral, Probability & Processes: A concise introduction to probability and random processes. Probab(ilistical)ly the theoretical minimum
- Measures, Integrals and Martingales
- Lévy Matters III: Lévy-Type Processes: Construction, Approximation and Sample Path Properties
- Bernstein Functions: Theory and Applications