- Mathematical Topics in Fluid Mechanics: Volume 1: Incompressible Models (Oxford Lecture Series in Mathematics and Its Applications, 3)
- Paris-Princeton Lectures on Mathematical Finance 2010
- Mathematical Topics in Fluid Mechanics: Volume 2: Compressible Models (Oxford Lecture Series in Mathematics and Its Applications , Vol 2, No 10)
- The Master Equation and the Convergence Problem in Mean Field Games: (Ams-201)
- Parabolic Equations with Irregular Data and Related Issues: Applications to Stochastic Differential Equations