The existence of a multiple spider martingale in the natural filtration of a certain diffusion in the plane Shinzo Watanabe — 1999 Séminaire de probabilités de Strasbourg
Construction of diffusion processes with Wentzell's boundary conditions by means of Poisson point processes of Brownian excursions Shinzo Watanabe — 1979 Banach Center Publications
Construction of semimartingales from pieces by the method of excursion point processes Shinzo Watanabe — 1987 Annales de l'I.H.P. Probabilités et statistiques
The Japanese contributions to martingale theory. Watanabe, Shinzo — 2009 Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]