- A Mathematical Introduction to String Theory: Variational Problems, Geometric and Probabilistic Methods (London Mathematical Society Lecture Note Series)
- Nonstandard methods in stochastic analysis and mathematical physics, Volume 122
- Hyperfinite Dirichlet Forms and Stochastic Processes
- Singular Perturbations of Differential Operators: Solvable Schr�dinger-Type Operators
- Lectures on Probability Theory and Statistics: Ecole D'Ete de Probabilites de Saint-Flour XXX - 2000