[1] On Stochastic Processes (Infinitely divisible laws of probability)

[2] Differential Equations Determining a Markoff Process

[3] On the Ergodicity of a Certain Stationary Process

[4] A Kinematic Theory of Turbulence

[5] On the Normal Stationary Process with no Hysteresis

[7] Stochastic Integral

[9] On a Stochastic Integral Equation

[10] Stochastic Differential Equations in a Differentiable Manifold

[11] Brownian Motions in a Lie Group

[12] On Stochastic Differential Equations

[13] On a Formula Concerning Stochastic Differentials

[14] Multiple Wiener Integral

[15] Stochastic Differential Equations in a Differentiable Manifold

[16] Stationary Random Distributions

[17] Complex Multiple Wiener Integral

[18] Isotropic Random Current

[19] Spectral Type of the Shift Transformation of Differential Processes with Stationary Increments

[20] Potentials and the Random Walk

[21] Wiener Integral and Feynman Integral

[22] Construction of Diffusions

[23] The Brownian Motion and Tensor Fields on Riemannian Manifold

[24] Brownian Motions on a Half Line

[25] The Expected Number of Zeros of Continuous Stationary Gaussian Processes

[26] On Stationary Solutions of a Stochastic Differential Equation

[27] Transformation of Markov Processes by Multiplicative Functionals

[28] The Canonical Modification of Stochastic Processes

[29] On the Convergence of Sums of Independent Banach Space Valued Random Variables

[30] Generalized Uniform Complex Measures in the Hilbertian Metric Space with their Application to the Feynman Integral

[31] On the Oscillation Functions of Gaussian Processes

[32] Canonical Measurable Random Functions

[33] The Topological Support of a Gauss Measure on Hilbert Space

[34] Poisson Point Processes Attached to Markov Processes

[37] Stochastic Differentials

[38] Stochastic Parallel Displacement

[40] Extension of Stochastic Integrals

[44] Infinite Dimensional Ornstein-Uhlenbeck Processes

[45] Regularization of Linear Random Functionals (with M. Nawata)

[46] Distribution-Valued Processes Arising from Independent Brownian Motions