- Probability and Stochastics
- Fourier变换和中心极限定理
- 鞅和强大数律
- Wiener过程、Lévy过程
- Introduction to Random Signal Analysis and Kalman Filtering
- Stochastic Finance
- Lectures on Stochastic Programming
- An Introduction to Markov Processes
- Diffusion Processes, Jump Processes, and Stochastic Differential Equations
- 从随机行走到扩散模型
- Ergodic Theory and Fractal Geometry
- The Fractal Geometry of Nature
- 从Leibniz到Mandelbrot