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- Essays on the prediction process (1981)

- Essentials of Brownian motion and diffusion (1981)

- Foundations of the prediction process (1991)

- On the path of an inert object impinged on one side by a Brownian particle. Probability Theory and Related Fields 2001. 121:577-598 .
- The moments of the area under reflected Brownian bridge conditional on its local time at zero. Journal of Applied Mathematics and Stochastic Analysis 2000. 13:99-124 .
- Approximation of stopped Brownian local time by diadic crossing chains. Stochastic Processes and their Applications 1997. 66:253-270 .
- Law of the iterated logarithm and local variations at zero of the sticky Brownian motion. Statistics & Probability Letters 1995. 23:289-295 .
- A characterization of stopping times. The Annals of Probability 1994. 22:1600-1606 .
- Forms of inclusion between processes. .
- Review: Kai Lai Chung, Lectures from Markov processes to Brownian motion. Bulletin of the American Mathematical Society 1984. 10:315-318 .
- Essays on the prediction process. Institute of Mathematical Statistics Lecture Notes - Monograph Series 1981. 1981:- .
- Characterization of the Levy measures of inverse local times of gap diffusion. .
- On the excursion process of Brownian motion. Transactions of the American Mathematical Society 1980. 258:77-86 .
- Prediction processes and an autonomous germ-Markov property. The Annals of Probability 1979. 7:385-405 .
- Review: John Lamperti, Stochastic processes. Bulletin of the American Mathematical Society 1978. 84:677-681 .
- On the absolute difference chains. Probability Theory and Related Fields 1978. 43:57-63 .
- A characterization of the Cauchy type. Proceedings of the American Mathematical Society 1976. 55:130-135 .
- A predictive view of continuous time processes. The Annals of Probability 1975. 3:573-596 .
- Local variation of diffusion in local time. The Annals of Probability 1973. 1:1026-1034 .
- On Markov processes with right-deterministic germ fields. The Annals of Mathematical Statistics 1972. 43:1968-1976 .
- Review: Kiyosi Ito and Henry P. McKean, Jr., Diffusion Processes and their Sample Paths. Bulletin of the American Mathematical Society 1972. 78:956-962 .
- Some condensation processes of McKean type. Journal of Applied Probability 1971. 8:399-406 .
- An infinitesimal decomposition for a class of Markov processes. The Annals of Mathematical Statistics 1970. 41:1510-1529 .
- Brownian local times and taboo processes. Transactions of the American Mathematical Society 1969. 143:173-185 .
- A path space for positive semigroups. Illinois Journal of Mathematics 1969. 1969:- .
- Behavior of the Solutions of Certain Heat equations. Kyoto Journal of Mathematics 1967. 6:359-382 .
- Distribution of the absolute maximum for certain Brownian motions. The Annals of Mathematical Statistics 1965. 36:311-312 .
- On the random walk and Brownian motion. Transactions of the American Mathematical Society 1962. 103:218-228 .