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