1-4 of 4 Books
Continuous martingales and Brownian motion
By D. Revuz,Daniel Revuz,Marc Yor
Probability with martingales
By Williams, David
Probability Theory
By Y.A. Rozanov,I︠U︡. A. Rozanov
Probability theory
By Rozanov, I͡U. A.,I︠U︡. A. Rozanov