Daniel W. Stroock
A concise introduction to the theory of integration
Multidimensional diffusion processes
The legacy of Norbert Wiener
A Concise Introduction to Analysis
An Introduction to Markov Processes
Graduate Texts in Mathematics
An introduction to Markov processes
An Introduction to Markov Processes
An introduction to partial differential equations for probabilists
An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys & Monographs)
Elements of Stochastic Calculus and Analysis
Essentials of integration theory for analysis
Essentials of Integration Theory for Analysis