 | Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) by Ioannis Karatzas
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 | Methods of Mathematical Finance by Ioannis Karatzas
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 | Probability Theory by A A Borovkov
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 | Graphical methods for data analysis (The Wadsworth statistics/probability series) by John M. Chambers
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 | Statistics of Random Processes II by Robert S. Liptser
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| Statistics of Random Processes I by Robert S. Liptser
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 | Probability Essentials (Universitext) by Jean Jacod
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 | Stochastic Calculus of Variations in Mathematical Finance by Paul Malliavin
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 | Series of Irregular Observations: Forecasting and Model Building (Applied Probability) by Robert Azencott
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 | Handbook of Brownian Motion - Facts and Formulae (Probability and its Applications) by Andrei N. Borodin
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 | Random Iterative Models (Stochastic Modelling and Applied Probability) by Marie Duflo
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 | Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics) by Joseph L. Doob
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| Stochastic Calculus in Manifolds (Universitext) by Michel Emery
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