Martingales on noncompact manifolds : maximal inequalities and prescribed limits R.W.R. Darling — 1996 Annales de l'I.H.P. Probabilités et statistiques
Intrinsic location parameter of a diffusion process. Darling, R.W.R. — 2002 Electronic Journal of Probability [electronic only]
Differential equation approximations for Markov chains. Darling, R.W.R.; Norris, J.R. — 2008 Probability Surveys [electronic only]