| title | ISBN-13 (ISBN-10) | year of publication |
|---|---|---|
| Nonlinear Filtering And Smoothing: An Introduction To Martingales, Stochastic Integrals And Estimation | 978-0-486-44164-1 (0-486-44164-4) | 2005 |
| Probability and Random Processes | 978-1-118-92313-9 (1-118-92313-8) | 2015 |
| Probability and Random Processes | 978-0-471-70354-9 (0-471-70354-0) | 2006 |