If you have recently published a book on Probability and a Web page has been set up to advertise it, then I can make a link to it from here; please e-mail me.

An Apology. The links on this page seem to go out of date very quickly, and not just because publishers are continually arranging their Web catologues. If a listed book does not have a link, it is because that link no longer exists or it was not provided correctly in the first place.

• Chance and Choice: Memorabilia, by Kai Lai Chung (World Scientific, Forthcoming)
• Introduction to the Geometry of Stochastic Flows, by Fabrice Baudoin (Imperial College Press, Forthcoming)
• Reversible Markov Chains and Random Walks on Graphs by David Aldous and Jim Fill
• Probability on Graphs, by Geoffrey Grimmett
• Probability on Trees and Networks, by Russell Lyons with Yuval Peres (Cambridge University Press, 2004 - to appear)

• Markov Chains and Stochastic Stability, by Sean Meyn and Richard Tweedie. First edition available on-line. (Springer-Verlag, 1993 - Second edition Cambridge University Press 2009)
• Random Networks in Communication, by Massimo Franceschetti and Ronald Meester, Cambridge Series in Statistical and Probabilistic Mathematics (Cambridge University Press 2009)

• Semi-Markov Chains and Hidden Semi-Markov Models toward Applications, by V. Barbu, N. Limnios (Springer 2008)

• Control Techniques for Complex Networks, by Sean Meyn (Cambridge University Press)
• Random Polymer Models by Giambattista Giacomin (World Scientific, 2007)
• A Second Course in Probability, by Sheldon Ross and Erol Pekoz. (Probability Bookstore.com, 2007)
• Simulation and the Monte Carlo Method, 2nd Edition, by R.Y. Rubinstein & D.P. Kroese. (John Wiley & Sons, 2007)
• Stochastic Simulation: Algorithms and Analysis, by P. Glynn and S. Asmussen (Springer)

• Markov Processes, Gaussian Processes, and Local Times, by Michael B. Marcus and Jay Rosen (Cambridge University Press, September 2006)
• Random Fragmentation and Coagulation Processes, by Jean Bertoin (Cambridge University Press, August 2006)
• Statistical Mechanics of Disordered Systems, by Anton Bovier (Cambridge Unversity Press, April 2006)

• Eigenvalues, Inequalities, and Ergodic Theory, by Mu-Fa Chen (Springer, 2005)
• Introduction to Stochastic Calculus with Applications (Second Edition), by Fima C Klebaner (Imperial College Press, June 2005)
• Noise-Induced Phenomena in Slow-Fast Dynamical Systems. A Sample-Paths Approach, by Nils Berglund and Barbara Gentz (Springer, October 2005)
• Percolation, by Bela Bollobás and Oliver Riordan (Cambridge University Press, September 2006)
• Stochastic Systems in Merging Phase Space, by V.S. Koroliuk, N. Limnios (World Scientific, Ipmerial College Press, December 2005)
• Variation, Growth, and Extinction of Populations, by Haccou P., Jagers P., Vatutin V.A. (Cambridge University Press, 19 May 2005)

• Beyond Beta: Other Continuous Families of Distributions with Bounded Support and Applications, by Samuel Kotz & Johan René van Dorp (World Scientific Publishing, Dec 2004)
• The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning, by R.Y. Rubinstein and D.P. Kroese (Springer-Verlag, 2004)
• Elements of Applied Probability for Engineering, Mathematics and Systems Science, by David R. McDonald (World Scientific, January 2004)
• Error Calculus for Engineers (in Polish), by Zbigniew Kotulski, Wojciech Szczepinski (Wydawnictwa Naukowo-Techniczne , August 2004)
• Feynman-Kac Formulae, Genealogical and Interacting Particle Systems with Applications, by Pierre Del Moral (Springer New York, Series: Probability and its Applications, expected release date: 03/02/2004 )
• From Markov Chains to Non-Equilibrium Particle Systems, 2nd Ed., by Mu-Fa Chen (World Scientific, 2004)
• An Innovation Approach to Random Fields: Application of White Noise Theory, by Takeyuki Hida and Si Si (World Scientific, 2004)
• Sequential Statistics, by Zakkula Govindarajulu (World Scientific Publishing, Oct 2004)
• Structural Aspects in the Theory of Probability: A Primer in Probabilities on Algebraic-Topological Structures, by Herbert Heyer (World Scientific, 2004)
• Vertical Density Representation and Its Applications, by Marvin D Troutt, W K Pang & S H Hou (World Scientific Publishing, Feb 2004)

• Exercises in Probability, by Loïc Chaumont and Marc Yor (Cambridge University Press, 2003)
• Probabilistic Logic in a Coherent Setting, by Giulianella Coletti and Romano Scozzafava (Kluwer, 2003)
• Stochastic Networks and Queues, by Philippe Robert (Springer, 2003)

• Comparison Methods for Stochastic Models and Risks, by A. Muller and D. Stoyan (John Wiley and Sons, 2002)
• Handbook of Brownian Motion -- Facts and Formulae, 2nd ed., by Borodin Andrei N, Salminen Paavo, (Birkhauser Verlag, 2002)
• An Introduction to Stochastic Processes in Physics, by Don S. Lemons (The Johns Hopkins University Press, 2002)
• Learning Kernel Classifiers, Theory and Algorithms, by Ralf Herbrich (MIT Press, 2002)
• Learning with Kernels, Support Vector Machines, Regularization, Optimization, and Beyond, by Bernhard Schölkopf and Alexander J. Smola (MIT Press, 2002)
• Lectures on the Coupling Method, by Torgny Lindvall (Dover, 2002) (Corrected re-publication of the 1992 Wiley edition)
• Mathematical Statistics with Mathematica, by Colin Rose and Murray D. Smith (Springer, New York, 2002)
• Multiparameter Processes: An Introduction to Random Fields, by Davar Khoshnevisan (Springer, 2002)
• Pascal's Arithmetical Triangle: The Story of a Mathematical Idea, by A.W.F. Edwards (The Johns Hopkins University Press, 2002)
• Stochastic Finance: An Introduction in Discrete Time, by Hans Föllmer, Alexander Schied (de Gruyter, July 2002)
• Stochastic-Process Limits, by Ward Whitt (Springer, 2002)
• The Structural Theory of Probability:New Ideas from Computer Science on the Ancient Problem of Probability Interpretation, by Paolo Rocchi (Kluwer/Plenum, 2002)
• What Are the Chances?: Voodoo Deaths, Office Gossip, and Other Adventures in Probability, by Bart K. Holland (The Johns Hopkins University Press, 2002)

• Algebra of Probable Inference, by Richard T. Cox (The Johns Hopkins University Press, 2001)
• Disorder in Physical Systems, A Volume in Honour of John M. Hammersley, by Geoffrey Grimmett and Dominic Welsh (eds) (Electronic, First published 1990, republished 2001)
• Interest Rate Models: Theory and Practice, by Damiano Brigo and Fabio Mercurio (Springer Verlag, July 2001)
• One Thousand Exercises in Probability, by Geoffrey Grimmett and David Stirzaker (Oxford University Press, Summer 2001)
• Principles of Data Mining, by David J. Hand, Heikki Mannila, and Padhraic Smyth (MIT Press, September 2001)
• Probability and finance: it's only a game, by Glenn Shafer and Vladimir Vovk (Wiley, 12/06/2001)
• Probability and Random Processes, 3rd edition, by Geoffrey Grimmett and David Stirzaker (Oxford University Press, Summer 2001)
• Problems in Probability, by T.M. Mills (World Scientific Publishing, 2001)
• Pseudo-Differential Equations and Stochastics over Non-Archimedean Fields, by Anatoly N. Kochubei (Marcel Dekker, New York, August 2001)
• Queueing Networks with Discrete Time Scale, Lecture Notes in Computer Science 2046, by Hans Daduna (Springer, Berlin 2001)
• Semi-Markov Processes and Reliability, by N. Limnios and G. Oprisan (Birkhauser, Boston, 2001)
• Simulation and Stochastic Algorithms. An introduction with applications (in French), by Nathalie Bartoli and Pierre Del Moral (Cepadues Editions, 2001)

• Derivatives in Financial Markets with Stochastic Volatility, by Jean-Pierre Fouque, George Papanicolaou and Ronnie Sircar (Cambridge University Press, June 2000)
• Error Analysis with Applications in Engineering, by Wojciech Szczepinski and Zbigniew Kotulski (Lastran Corporation, Rochester, November 2000)
• Financial Derivatives in Theory and Practice, --> Financial Derivatives in Theory and Practice, by P.J. Hunt and J.E. Kennedy (John Wiley & Sons, March 2000)
• Option Valuation under Stochastic Volatility, by Alan L. Lewis (Finance Press, March, 2000)
• Probability Methods for Cost Uncertainty Analysis - A Systems Engineering Perspective, by Paul R. Garvey (Marcel Dekker, January, 2000)
• Random Walks on Infinite Graphs and Groups, by Wolfgang Woess (Cambridge University Press, 2000)
• Skorokhod's Ideas in Probability Theory, Edited by V. Korolyuk, N. Portenko and H.Syta (Institute of Mathematics of the National Academy of Sciences of Ukraine, 2000)
• Transformation of Measure on Wiener Space, by A. S. Ustunel and M. Zakai (Springer, 2000)

• Lectures on Contemporary Probability, by Gregory F. Lawler and Lester N. Coyle (American Mathematical Society, 1999)
• Percolation, by Geoffrey Grimmett (Springer Verlag, 1999)
• Pricing and Hedging of Derivative Securities, by Lars Tyge Nielsen (Oxford University Press, 1999)
• Probability and Random Variables: A Beginner's Guide, by David Stirzaker (Cambridge University Press, 1999)
• Stochastic Interacting Systems: Contact, Voter and Exclusion Processes, by Thomas M. Liggett (Springer, August, 1999)
• Thesaurus of Univariate Discrete Probability Distributions, by Gejza Wimmer and Gabriel Altmann (STAMM Verlag GmbH, Germany, 1999)
• Transformation of Measure on Wiener Space, by A. S. Ustunel and M. Zakai (Springer, 1999)

• Beliefs-Preferences Gauge Symmetry Group and Replication of Contingent Claims in a General Market Environment, by Valery A. Kholodnyi (IES Press, July 1998)
• Digital Transmission Systems: Performance Analysis and Modeling, by William Turin (McGraw-Hill, 1998)
• Elementary Stochastic Calculus, with Finance in View, by Thomas Mikosch (World Scientific, October 1998)
• Introduction to Stochastic Calculus with Applications, by Fima Klebaner (World Scientific, August, 1998)
• Mathematical Aspects of Spin Glasses and Neural Networks, by Anton Bovier and Pierre Picco, Editors (Birkhauser, Boston-Basel-Berlin, January, 1998)
• A Practical Guide to Heavy Tails: Statistical Techniques and Applications, by Robert J. Adler, Raisa E. Feldman and Murad S. Taqqu - Editors (Birkhäuser, Boston, 1998)
• Probability and Random Processes for Electrical Engineers, by Yannis Viniotis (WCB McGraw Hill, 1998)
• Stochastic Processes and Related Topics, by Ioannis Karatzas, Balram S. Rajput, Murad S. Taqqu - Editors (Birkhäuser, Boston, 1998)
• Unbiased Stereology - 3D Measurement in Microscopy, by C.V. Howard and M.G. Reed (Bios, 1998)

• American Put Options, by D.M. Salopek (Addison Wesley Longman-Pitman Monographs and Surveys, 1997)
• Financial Markets: Stochastic Analysis and Pricing of Derivatives (in Russian), by A.V.Mel'nikov (TVP Science Publishers, Moscow, October 1997)
• Introduction to Probability, by Charles Grinstead and J. Laurie Snell (American Mathematical Society, 1997)
• Modelling Extremal Event: for Insurance and Finance, by P. Embrechts, C. Kluppelberg and T. Mikosch (Springer-Verlag - Applications of Mathematics 33, July 1997)
• Numerical Solution of SDEs Through Computer Experiments, by P.E. Kloeden, E. Platen and H. Schurz (Springer-Verlag, New York and Berlin, 1994 (1997 2nd edition))
• Some Aspects of Brownian Motion, by Marc Yor (Birkhäuser, 1997)
• Stability, Stationarity, and Boundedness of Some Implicit Numerical Methods for Stochastic Differential Equations and Applications, by Henri Schurz (Logos-Verlag, Berlin, 1997)
• A Weak Convergence Approach to the Theory of Large Deviations, by Paul Dupuis and Richard S. Ellis (John Wiley & Sons, 1997)

• Financial Calculus, by Martin Baxter and Andrew Rennie (Cambridge University Press, 1996)
• Frontiers in Pure and Applied Probability II. Proceedings of the IV Russian-Finnish Symposium in Probability Theory and Mathematical Statistics, by A.N.Shiryaev et al (Eds) (TVP Science Publishers, Moscow, 1996)
• Handbook of Brownian Motion - Facts and Formulae, by A. Borodin and P. Salminen (Birkhäuser, 1996)
• Interactive Probability, by Kyle Siegrist (Duxbury Press, 1996)
• Intersections of Random Walks, by Lawler, Gregory F. (Birkhäuser, 1996 - softcover reprint of 1991 book)
• A.Ya.Khinchin: Collected Papers. Ser. Classics in Probability Theory and Statistics, Vol.1 (in Russian), by B.V.Gnedenko (Ed) (TVP Science Publishers, Moscow, 1996)
• Large Deviations for Performance Analysis, by Adam Shwartz and Alan Weiss (Chapman Hall/CRC Press, 1996 (second corrected edition))
• Lectures on the Mathematics of Finance, by Ioannis Karatzas (CRM Monograph Series, American Mathematical Society, 1996)
• Markov Chains, by James Norris (Cambridge University Press, 1996)
• Markov Processes and Differential Equations, by M. Freidlin (Birkhäuser, 1996)
• A Modern Approach to Probability Theory, by B. Fristedt and L. Gray (Birkhäuser, 1996)
• Probability: Theory and Examples, 2nd edition, by Rick Durrett (Duxbury Press, 1996)
• Proceedings in Discrete Mathematics, vol.1 (in Russian), by V.N.Sachkov et al (eds) (TVP Science Publishers, Moscow, April 1997)
• Quantitative Risk Analysis: a guide to Monte Carlo simulation modelling, by David Vose (John Wiley & Sons, 1996)
• Schrödinger Diffusion Processes, by R. Aebi (Birkhäuser, 1996)
• Statistically Speaking: A Collection of Quotes and Quips from the Improbable to the Infinite, by Carl C Gaither and Alma E Cavazos Gaither (Institute of Physics Publishing Ltd, November 1996)
• Stochastic Calculus: A practical introduction, by Rick Durrett (CRC Press, 1996)
• Stochastic Modelling in Physical Oceanography, by B.L. Rozovskii (Birkhäuser, 1996)
• Stochastic Networks: Theory and Applications, edited by Frank Kelly, Stan Zachary and Ilze Ziedins (Oxford University Press, 1996)
• Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach, by H. Holden, B. Oksendal, J. Uboe and T. Zhang (Birkhäuser, 1996)
• Transfiniteness for Graphs, Electrical Networks, and Random Walks, by Armen H. Zemanian (Birkhäuser, 1996).
• Trees (Workshop in Versailles, June 14-16, 1995), by B. Chauvin, S. Cohen and A. Rouault (Birkhäuser, 1996)
• Weak Convergence and Empirical Processes, by Aad van der Vaart and Jon A. Wellner (Springer-Verlag, March 1996)
• Your Intuition is Wrong!, by Marc Simon (Dorance Publishing, 1996)

• Algorithmic Probability: A collection of problems, by Marcel F. Neuts (Chapman & Hall, 1995)
• Artificial Intelligence: A Modern Approach, by Stuart Russell and Peter Norvig (Prentice Hall, 1995)
• Elementary Applications of Probability Theory: With an Introduction to Stochastic Differential Equations, by Henry C. Tuckwell (Chapman and Hall (Taylor and Francis), 1995)
• Elements of the Probability Theory and Mathematical Statistics, by Lenard Pal (Akademiai Kiado Rt., 1995)
• Introduction to Stochastic Processes, by Lawler, Gregory F. (Chapman & Hall, 1995)
• Marked Point Processes on the Real Line: The Dynamic Approach by G. Last, A. Brandt (Springer-Verlag, 1995)
• Randomized Algorithms, by Rajeev Motwani and Prabhakar Raghavan (Cambridge University Press, 1995)

• Elementary Probability, by David Stirzaker (Cambridge University Press, 1994)
• Essentials of Probability, by Rick Durrett (Duxbury Press, 1994)
• Stable Non-Gaussian Random Processes, by Gennady Samorodnitsky and Murad S. Taqqu (Chapman and Hall, 1994)

• Markov Chains and Stochastic Stability, by Sean Meyn and Richard Tweedie (Springer-Verlag, 1993)

• From Markov Chains to Non-Equilibrium Particle Systems by Mu-Fa Chen (World Scientific, 1992)

• Stochastic Finite Elements: A Spectral Approach, by Roger Ghanem and Pol Spanos (Springer-Verlag, 1991)