1. Doob: A Half-Century on
2. C. Dellacherie, P.A. Meyer, Probabilités et Potentiel, Chapitres I à IV, Hermann, Paris, 1975 (English translation: Probabilities and Potential A, North-Holland, Amsterdam, 1978, Chapters I to IV).
3. Stochastic Processes;Doob,1953
4. Classical Potential Theory and Its Probabilistic Counterpart;Doob,1984
5. Measure Theory;Doob,1994