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 Jim Pitman (pitman you_know_what berkeley dot edu).

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 The links on this page seem to go out of date very quickly, and not just because publishers are continually arranging their Web catologues.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.

• The Poisson-Dirichlet Distribution and Related Topics: Models and Asymptotic Behaviors by Shui Feng (Springer, Forthcoming)
• 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)

• Handbook of Monte Carlo Methods
  by Dirk P. Kroese, Thomas Taimre, Zdravko. I. Botev
  (John Wiley & Sons, 2011)
  [Website with MatLab Code ] [Wiley] [Amazon]

• The Doctrine of Chances: Probabilistic Aspects of Gambling by Stewart N. Ethier. (Springer, 2010)

• 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)