1. Nonlinear transformations of Volterra type in Wiener space
2. Four Papers in Probability, Mem. Amer. Math. Soc., No. 6, 1951.
3. Stochastic Processes, John Wiley and Sons, New York, 1953.
4. Foundations of the Theory of Makov Processes, Pergamon Press, New York, 1960.
5. Markov Processes, Vols. 1 and 2, Academic Press, New York, 1965.