The book Measure Theory, Probability, and Stochastic Processes,
which is an augmented version of lecture notes for two courses given at Ecole normale supérieure de Paris, has been published in the Springer series
Graduate Texts in Mathematics (Volume 295, 2022)

The book Brownian Motion, Martingales, and Stochastic Calculus ,
which is an augmented version of lecture notes written for a stochastic calculus course taught at University Pierre et Marie Curie and then
at University Paris-Sud, has been published in the Springer series
Graduate Texts in Mathematics (Volume 274, 2016)