Albert N. Shiryaev
Essentials of Stochastic Finance
Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
Optimal Stopping Rules
Probability
Probability-1
Problems In Probability
Problems in Probability
Prokhorov and Contemporary Probability Theory
Recent Developments in Stochastic Methods and Applications
Selected Works
Selected Works II
Statistika sluchaĭnykh prot︠s︡essov