- Numerical Methods for Stochastic Processes
- Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques
- Risk and Meaning: Adversaries in Art, Science and Philosophy
- Dirichlet Forms and Analysis on Wiener Space
- Error Calculus For Finance And Physics: The Language Of Dirichlet Forms (De Gruyter Expositions In Mathematics, 37)