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• [V] -, Stochastic processes, New York, 1953.
• [VI] J. L. Doob, Semimartingales and subharmonic functions, Trans. Amer. Math. Soc. 77 (1954), 86–121. MR 64347, https://doi.org/10.1090/S0002-9947-1954-0064347-X
• [VII] William Feller, Diffusion processes in one dimension, Trans. Amer. Math. Soc. 77 (1954), 1–31. MR 63607, https://doi.org/10.1090/S0002-9947-1954-0063607-6
• [VIII] William Feller, The general diffusion operator and positivity preserving semi-groups in one dimension, Ann. of Math. (2) 60 (1954), 417–436. MR 65809, https://doi.org/10.2307/1969842
• [IX] William Feller, On second order differential operators, Ann. of Math. (2) 61 (1955), 90–105. MR 68082, https://doi.org/10.2307/1969621
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• [XIV] M. Kac, On some connections between probability theory and differential and integral equations, Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1950, University of California Press, Berkeley and Los Angeles, 1951, pp. 189–215. MR 0045333
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D. A. Darling and A. J. F. Siegert, The first passage problem for a continuous Markoff process, Ann. Math. Statist, vol. 24 (1953) pp. 624-639. MR 0058908 (15:449f)

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W. Doblin, Sur l'équation de Kolmogoroff, C. R. Acad. Sci. Paris vol. 207 (1938) pp. 705-707.

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J. L. Doob, Stochastic processes depending on a continuous parameter, Trans. Amer. Math. Soc. vol. 42 (1937) pp. 107-140. MR 1501916

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