Limit Theorems for Stochastic Processes

by Jacod, Jean, Shiryaev, Albert N.
Published 1987

Statistics of Random Processes II : Applications

by Liptser, Robert S., Shiryaev, Albert N.
Published 2001

Probability Theory III : Stochastic Calculus

Published 1998

Selected Works II : Probability Theory and Mathematical Statistics

by Kolmogorov, Andrei N.
Published 1992