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非数学专业 本科生
概率统计随机过程
概率论与数理统计(第4版) 盛骤 考研必备
概率论与数理统计教程(第2版) 茆诗松
概率论与数理统计 陈希孺
概率论基础教程(第8版) 罗斯、郑忠国译（已经出第9版，也是最后一版）第7版答案http://www.docin.com/p-109941348.html
概率论与数理统计(第3版改编版) 德格奥特、 谢尔维斯
概率统计(英文版第4版）德格鲁特、舍维什
概率与统计(英文版)Ronald E.Walpole;Raymond H.Myers;Sharon L.Myers;Keying Ye
概率论(英文版) 皮特曼
应用随机过程:概率模型导论(第10版) 罗斯、龚光鲁译
概率、统计与随机过程(第4版)(英文版) 亨利斯塔克(Henry Stark)、
Schaum's Outlines - Probability, Random Variables And Random Processes
Schaum's Easy Outline of Probability and Statistics.
Schaum's Outline of Beginning Statistics, 2 Edition
Schaum's Outlines - Elements of Statistics I - Descriptive Statistics and Probability
Schaum's Outlines - Elements of Statistics II - Inferential Statistics
Applied Multivariate Statistical Analysis (6th Ed)RICHARD A. JOHNSON
Multivariate Data Analysis (7th Edition) Joseph F. Hair, William C. Black, Barry J. Babin, Rolph E. Anderson
A Modern Introduction to Probability and Statistics_Understanding Why and How Dekking
Chris Spatz, "Basic Statistics: Tales of Distributions (10th edition)"
Basic Concepts of Probability and Statistics (Classics in Applied Mathematics) by J. L. Hodges Jr and E. L. Lehmann (Jan 11, 2005)
Modern Mathematical Statistics with Applications (Springer Texts in Statistics) by Jay L. Devore and Kenneth N. Berk (8 Dec 2011)
A Course in Mathematical Statistics, Third Edition, Third Edition by George G. Roussas (Feb 15, 2014)
辅导书
概率论与数理统计教程:习题与解答(第2版) 茆诗松
概率论与数理统计习题全解指南(浙大•第4版) 盛骤
Schaum's Outline of Theory and Problems of Probability and Statistics
应用统计学
Elements of Statistics 6ed，Arthur L Bowley 世界上第一本统计学教材 1911
统计学，David Freedman等著，魏宗舒，施锡铨等译 中国统计出版社 （据说是统计思想讲得最好的一本书，读了部分章节，受益很多。整本书几乎没有公式，但是讲到了统计思想的精髓。）
Mind on statistics(英文版）， 机械工业出版社 （只需要高中的数学水平，统计的扫盲书。有一句话影响很深：Mathematics as to statistics is something like hammer, nails, wood as to a house, it's just the material and tools but not the house itself。）
数理统计与数据分析（原书第3版）机械工业出版社 （看了就发现和国内的数理统计树有明显的不同。这本书理念很好，讲了很多新的东西，把很热门的Bootstrap方法和传统统计在一起讲了。Amazon上有书评。）
Business Statistics a decision making approach（影印版）中国统计出版社（在实务中很实用的东西，虽然往往为数理统计的老师所不屑）
Understanding Statistics in the behavioral science（影印版） 中国统计出版社 （和上面那本是一个系列的。老外的书都挺有意思的）
探索性数据分析，中国统计出版社（和第一本是一个系列的。大家好好看看陈希儒老先生做的序，可以说是对中国数理统计的一种反思）
商务与经济统计（原书第11版）安德森(Anderson D R.）等（会代数就读得懂这本书，美国最畅销的商务统计著作）
统计学(原书第5版) 门登霍尔(William Mendenhall)、辛塞奇(Terry Sincich)
统计模型：理论和实践（原书第2版） 弗里曼(David A.Freedman)、
Introduction to the Theory of Statistics 14ed, George Udny Yule and Sir Maurice Kendall
Introduction to the Theory of Statistics 3rd Edition by Alexander M. Mooda
Introductory Statistics, Third Edition. Sheldon Ross.
Chris Spatz, Basic Statistics: Tales of Distributions (10th edition)
Statistics in Plain English, 3rd Edition,Timothy C. Urdan
Theodore Coladarci, Casey Cobb, "Fundamentals of Statistical Reasoning in Education (4th Edition)
Applied Statistics for Business and Management using Microsoft Excel by Linda Herkenhoff and John Fogli (Jan 16, 2014)
Data Analysis: Statistical and Computational Methods for Scientists and Engineers.4th ed. 2014 edition Siegmund Brandt
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数学专业 （本科，研究生）
一般人们对概率论这门学科的理解可以划分为三个层次：
1古典型，未受过任何相关训练的人都属于此类，只能够理解一些离散的（古典的）概率模型；
2近代型，通常指学过概率论基础的，从微积分的角度理解各种连续分布，概率模型的数字特征；
3现代型，抽象地从测度论和实分析高度理解，建立在测度基础上的概率论通常所谓的高等概率论。
类似的数理统计也可以按照类似的方法
下面数学专业的书才是重头戏 ,每个类目里面是该方向的第1本书
概率论：骨灰级
Théorie analytique des probabilités,Laplace,1812
Calcul des probabilités by Henri Poincaré , 1912 2ed
Calcul des probabilités, 1925 ,Paul Lévy
Theory of probability by William Burnside, Cambridge University Press, 1928
Introduction to mathematical probability, Uspensky,1937
前面4本是骨灰级别的书，下面的才是近代的
概率论：初中等
Random Variables and Probability Distributions 3th Harald Cramér
The elements of probability theory and some of its application 2ed Harald Cramér
Mathematical Methods of Statistics: Harald Cramér
Theory of Probability 6th Edition [概率论教程（苏）格涅坚科（Б.В.Гнеднко）著；丁寿田译2ed]
De Finetti, B. (1974,5), Theory of Probability (two volumes), John Wiley & Sons.
概率论基础(第3版) 李贤平(有辅导书，这本书可以说是“抄”Gnedenko的概率论，两本书的框架几乎一样 )
初等概率论(第4版)(英文版) 钟开莱
概率论及其应用 第1卷 (第3版)威廉·费勒（有辅导书）
概率论（第2版）苏淳
概率论及数理统计(上)(第4版)邓集贤（有辅导书）
Probability and Random Processes 3rd ed - G. Grimmett, D. Stirzaker（有辅导书）
概率与信息 （苏）雅格洛姆（А.М.Яглом）
Theory of Probability 3rd ed. H.Jeffreys
Stochastics - Introduction to Probability and Statistics,Hans-Otto Georgii
Probability Via Expectation(Whittle)(Expectations as the starting point for the development of probability theory; similar to my approach. Very clear. )
JY.Ouvrard,Probabilites Tome 1 (Licence Capes)
Pierre Brémaud,Initiation aux probabilités et aux chaînes de Markov (2ème édition entièrement revisitée) 书后有习题解答
Dominique Foata,Calcul des probabilités - 3e édition - Cours, exercices et problèmes corrigés 书后有习题解答
An Intermediate Course in Probability (Allan Gut)
Applied probability (2ed., Springer, 2010)Lange K
Probability and Stochastic Processes [2014]by Ionut Florescu
测度论（或者说偏概率论的实分析）
Measure theory,Halmos,
严加安 测度论讲义（第二版）
Schilling ，Measures, Integrals and Martingales 有习题解答 http://www.docin.com/p-750702313.html
Capinski，Measure, Integral and Probability, Second Edition 书后有习题解答
Stroock ，Essentials of Integration Theory for Analysis (Graduate Texts in Mathematics)有习题解答
Bartle，A Modern Theory of Integration (Graduate Studies in Mathematics)书后有习题解答
Théorie de la mesure (exercices et problèmes corrigés) de Khoan Vo Khac
Folland, G. B. Real Analysis:Modern Techniques and Their Applications (Excellent source for measure theory and real analysis. )
Bass,Real Analysis for Graduate Students, Second Edition
Makarov,Real Analysis Measures, Integrals and Applications
A Course in Real Analysis 2ed (John N. McDonald, Neil A. Weiss)
Measure and Integration Theory (Heinz Bauer)
Measure and Integration A Concise Introduction to Real Analysis,Leonard F. Richardson
Measure Theory and Integration M.E.Taylor
Measure theory, Doob
Measure Theory I,II (V.I. Bogachev)
Measure Theory Second Edition Donald L. Cohn
Tao, Terence,. An introduction to measure theory. Vol. 126. AMS Bookstore, 2011.
Theorie de la mesure et Integration: Measure Theory and Integration de Prof. Magid Maatallah (13 décembre 2010)
Real Analysis: Theory of Measure and Integration (3rd Edition 2014) by J Yeh
A Course on Integration Theory: including more than 150 exercises with detailed answers [2014]by Nicolas Lerner
Exercices corrigés en théorie de la mesure et de l'intégration de Yves Ducel et Jean-Pascal Ansel (5 mai 1998)
J Yeh,Problems and Proofs in Real Analysis: Theory of Measure and Integration,3ed
Kolmogorov, A. N. Foundations of the Theory of Probability [概率论导引（苏）柯尔莫戈洛夫等著；周概容，肖慧敏译](The original. It contains most of what goes into a modern probability course, in under a hundred pages. Hard reading, because notation and fashion have changed, but the ideas are mostly all there. Martingale theory wasn't invented in~1933, when the book first appeared. A landmark in the history of probability. "Grundbegriffe der Wahrscheinlichkeitrechnung,"' 'Ergebnisse Der Mathematik', 1933.)
M. Loeve, 'Probability Theory, I and II, 4th Edition', Springer-Verlag, New York, 1977. ( The classic text on probability ，likely the first rock solid, quite comprehensive, highly polished presentation of 'modern' probability was the first edition)Loeve是Lévy的学生
L. Breiman (1992), Probability. SIAM, Philadelphia.（A good book to look at after you think you know what is going on. Deceptive at times, because hard ideas are made to seem easy. Very good for weak convergence, characteristic functions, and more advanced topics. Worth owning. Breiman is the more 'practical' and 'accessible'; Neveu is a crown jewel of elegance and succinctness but not always easy to read.）1968年第1版
概率论教程:英文版(第3版) 钟开莱(A standard text. A good place to look for standard proofs.)
Chow.Y.S的Probability Theory: Independence, Interchangeability, Martingales 3ed 华人数学家 周元燊(Written in a technical style, but full of information. Good on martingales and exchangeability. It has useful variations on technical topics such as inequalities for sums and for martingales.)1978年第1版
R. G. Laha, V. K. Rohatgi,Probability theory(1979)
概率(第1,2卷)(修订和补充第3版) 施利亚耶夫
高等概率论及其应用 胡迪鹤
测度与概率(第2版) 严士健
概率论教程 第2版 缪柏其，胡太忠
测度论与概率论基础(程士宏) 书后有习题解答
现代概率论基础_第二版_汪嘉冈
高等概率论与随机过程（龚兆仁）书后有习题解答
はじめての確率論 測度から確率へ，佐藤 坦
Kallenberg的Foundations of modern probability 2ed (Quoting an amazon.com reviewer: ``.... a compendium of all the relevant results of probability ..... similar in breadth and depth to Loeve's classical text of the mid 70's. It is not suited as a textbook, as it lacks the many examples that are needed to absorb the theory at a first pass. It works best as a reference book or a "second pass" textbook.")
R. Durrett,Probability Theory and Examples 4th edition有习题解答
Billingsley的Probability and Measure 3rd Edition （Very well written. Particularly recommended for the discussion on conditioning. Covers many topics .）
Malliavin.P,GTM157.Integration.and.Probability 有习题解答
A. Rény,Foundations of Probability
Jacod J,Probability Essentials （法国教材，只有200多页，特别适用于经济学方向，网上有答案）
Probability Theory (1996) Heinz Bauer
Probability for Statisticians (Galen R. Shorack)
Measures and Probabilities (Universitext) [Michel Simonnet, C.-M. Marle]
Resnick, S., A Probability Path, Birkhäuser. 有习题解答
Janos Galambos,Advanced Probability Theory,Second Edition书后有习题解答
Fristedt. A modern approach to probability theory. 1997.有习题解答
Klenke，Probability Theory - A Comprehensive Course 2ed，2013
A basic course in probability theory（不到200页的，高等概率论教材，短小精悍）
J.C. Taylor (1997), An introduction to measure and probability. Springer,
Probability: A Graduate Course Allan Gut 2013,Springer
Probability(Davar. Khoshnevisan)GSM080
A First Look at Rigorous Probability Theory, 2ed (Jeffrey S. Rosenthal)
Real Analysis and Probability.DUDLEY (A thorough text that has become one of my favourites. Read the notes at the end of each chapter to see how a real scholar works. Highly recommended)
Philippe Barbé, Michel Ledoux, Probabilité,2007 (有习题解答书)
Modèles aléatoires et physique probabiliste (French Edition) by Franck Jedrzejewski 现代概率论在物理中的应用
Fundamentals of Probability A First Course Gupta
A User's Guide to Measure Theoretic Probability , Pollard
Theory of Probability and Random Processes, Leonid Koralov，Yakov G. Sinai F
A Graduate Course in Probability and Statistics Vol.1 Essentials of Probability for Statistics [Hung T.Nguyen;Tonghui Wang]
The Theory of Probability: Explorations and Applications, Venkatesh
Advanced Probability Theory(荆炳义 高等概率讲义)
Probability Tools with Examples 2013-2014-UCSD Lecture Notes，Bruce K. Driver. http://www.docin.com/p-753247528.html
Theorie de la Mesure et Probabilités: Measure Theory and Probability (avec exercices et problèmes corrigés) de Magid Maatallah (27 août 2010)
Mathematics of Probability (Graduate Studies in Mathematics) by Daniel W. Stroock
Théorie des probabilités. Une introduction élémentaire. de Bernard Candelpergher (14 mars 2013)
Théorie de la Mesure et de l'Intégration pour les Probabilités Cours & Exercices Corrigés de Maryse Béguin (25 juin 2013)书后有习题解答
Probability Theory in Finance: A Mathematical Guide to the Black-scholes Formula (Graduate Studies in Mathematics)书后有习题解答
Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach by Guojun Gan, Chaoqun Ma and Hong Xie 2014
An Introduction to Measure-theoretic Probability, Second Edition by George G. Roussas (Apr 15, 2014)
Schaum's Outlines - Probability, Random Variables And Random Processes
概率论基础学习指导书 李贤平 陈子毅
概率论题解1000例(英文版) G.格里梅特、D.斯特扎克
概率论习题集施利亚耶夫、 苏淳译概率论题解（英文版）
T.M.Mills,Problems in Probability
Probabilites: cours et problemes,Lipschutz_S.
Probability through problem, Capinski
Exercises in Probability: A Guided Tour from Measure Theory to Random Processes，L. Chaumont and M. Yor
Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions ,A. A. Sveshnikov
Theoretical Exercises in Probability and Statistics, 2nd Edition
Hervé Carrieu,Probabilité : Exercices corrigés de Hervé Carrieu , 2008
王道益，分析概率论与随机过程习题解析（包含了胡迪鹤写的分析概率和随机过程的习题解答）
概率论教程题解,北京化工学院数学教研室（Gnedenko概率论的习题解答）
概率论习题集 （苏）Л.Д.梅沙尔金著；盛骤等译
概率论习题集（苏）特罗高夫切夫等著；何声武等译
概率论题解 蔡焉 杨守昌(复旦大学概率论第1卷的答案，也就是李贤平概率论基础的第1版，概率论基础学习指导书的前生)
数理统计：中等
Mathematical Methods of Statistics: Harald Cramér
Kendall's Advanced Theory of Statistics v2,3 第2卷讲统计推断 第3卷讲实验设计与时间序列 （第3版有辅导书）
Mathematical Statistics Van der Waerden B. L 1969
Mathematical Statistics: A Decision Theoretic Approach [Thomas S. Ferguson] 1976 网上有习题解答http://www.docin.com/p-771396804.html
数理统计学教程 陈希孺
数理统计学讲义 陈家鼎 解答http://www.docin.com/p-437425905.html
Mathematical Statistics :Basic Ideas and Selected Topics(接近测度论语言，1版有中文辅导书，第2版分了2卷，第一卷出版了，第二卷据作者说2013年出版)
V.K.Rohatgi的An Introduction to Probability Theory and Mathematical Statistics
Stochastics - Introduction to Probability and Statistics,Hans-Otto Georgii
Introduction to Mathematical Statistics, 7th edition, Hogg, McKean, Craig, 2013（第4版有辅导书，第6版网上有习题解答）
Pestman,Wiebe R的Mathematical Statistics 有辅导书
概率论及数理统计(下册)(第4版)邓集贤（有辅导书）
Samuel S. Wilks的Mathematical Statistics
Rao C.R. 的Linear Statistical Inference and its applications 2ed(倪国熙，陈希孺写了这本书的部分参考答案)
All of Statistics - A Concise Course in Statistical Inference - Larry Wasserman
TheoreticalStatistics, D. R. Cox,D.V. Hinkley（有辅导书）
Boos,Essential Statistical Inference Theory and Methods.2013
StatisticalInference, 2nd edition, by George Casella http://www.docin.com/p-757409493.html ;网上有习题解答
Abramovich,Statistical Theory: A Concise Introduction (Chapman & Hall/CRC Texts in Statistical Science) [2013]书后有习题解答
数理统计：高等
Lehmann,Testing Statistical Hypotheses.3ed(有习题解答)
Lehmann,Theory of Point Estimation.2ed
Lehmann,Elements of Large-sample Theory
Lehmann, Nonparametrics: statistical methods based on ranks（书后有部分计算题的解答，以上是Lehmann统计学的四部曲）
Jun Shao Mathematical Statistics (2nd ed.)
数理统计引论 陈希孺
高等数理统计 陈希孺（习题解答占了书的一半）
高等数理统计(第2版) 茆诗松
高等统计学，郑忠国、童行伟、 赵慧 书后有习题解答
Mathematical Theory of Statistics:Statistical Experiments and Asymptotic Decision Theory
Theory of Statistics 2ed Mark J. Sachervish
Advanced Statistics: Volume 1: Description of Populations ,Shelby J. Haberma
A Graduate Course in Probability and Statistics.Volume II:Essentials of Statistics,Hung T.Nguyen;Tonghui Wang
Abstract Inference ,Grenander U.
現代数理統計学, 竹村 彰通
Mathematical statistics,Borovkov, Alexandr A.
Theoretical Statistics: Topics for a Core Course Robert W. Keener （书后有解答，适合数学专业统计学研究生课程使用，是2010年Springer出版社刚出版书。密歇根大学教授，他同时是Institute of Mathematical Statistics的fellow）
Korostelev Mathematical Statistics: Asymptotic Minimax Theory
Advanced Mathematical Statistics I(荆炳义 高等统计学讲义)
Wahrscheinlichkeitstheorie und Stochastische Prozesse (Springer-Lehrbuch Masterclass) by Michael Mürmann (Dec 31, 2013)
Examples and Problems in Mathematical Statistics (Wiley Series in Probability and Statistics) - Shelemyahu Zacks,2014
Statistical Theory and Inference, 2014 by David Olive
Basics of Modern Mathematical Statistics(Springer Texts in Statistics)Spokoiny, Vladimir, Dickhaus, Thorsten 2014(http://www.docin.com/p-758997042.html有习题解答书)
L. Rüschendorf, Mathematische Statistik (Springer-Lehrbuch Masterclass)
辅导书
数理统计习题教程(上下)李泽慧 J.Bickel 第一版解答
Mathematical Statistics -- Exercises and Solutions，Jun Shao
Mathematical Statistics Problems and Detailed Solutions ，Pestman, Wiebe R. Alberink, Ivo B
数理统计学导论习题详解R.V霍格http://www.docin.com/p-287034823.html
概率论及数理统计（上下）习题解答 许刘俊
A. A. Sveshnikov的Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions
倪国熙，陈希孺著 线性统计与线性代数 参考资料
Problems and solutions in theoreticalstatistics， David Roxbee Cox
Testing statistical hypotheses : worked solutions / W.C.M. Kallenberg, et al.
Exercises in Theoretical Statistics: With Answers and Hints on Solutions by Sir Maurice Kendall
Problems in mathematical statistics G.Ivchenko
Basics of Modern Mathematical Statistics: Exercises and Solutions (Springer Texts in Statistics) Härdle
Solutions Manual to Mathematical Statistics Asymptotic Minimax Theory http://www.docin.com/p-706903193.html
Kallenberg, W. C. M. Testing statistical hypotheses : worked solutions http://www.docin.com/p-759300376.html
统计分布论（运用概率统计研究各种分布函数的性质）
Kendall's Advanced Theory of Statistics vol 1 主要讲分布论（第3版有辅导书）
Norman L. Johnson的Univariate Discrete Distributions, 3ed
Kocherlakota的Bivariate Discrete Distributions
Norman L. Johnson的Discrete Multivariate Distributions Norman
Norman L. Johnson的Continuous Univariate Distributions, Vol. 1，2
N. Balakrishnan的Continuous Bivariate Distributions
Norman L. Johnson的Continuous Multivariate Distributions, Volume 1, Models and Applications, 2nd Edition
N. BALAKRISHNAN的A Primer on Statistical Distributions (2003)
A K Gupta Matrix Variate Distributions
N. Balakrishnan的Advances in Distribution Theory, Order Statistics, and Inference
统计分布,方开泰
Charalambos A. Charalambides 的Combinatorial Methods In Discrete Distributions
Johnson N.L, Kotz S. Urn models and their application (Wiley, 1977) 用瓮模型写的概率论
Christian,Statistical Size Distributions in Economics and Actuarial Sciences
Hogg, Klugman Loss Distributions
Krishnamoorthy,Handbook of statistical distributions with applications(Taylor and Francis, 2006)
随机过程
J.L. Doob (1953), Stochastic processes (2nd ed.). John Wiley & Sons,
Stochastic Processes (Emanuel Parzen)
Introduction to Stochastic Processes (1975) by Erhan Cinlar
A First Course In Stochastic Processes(Karlin)
A Second Course In Stochastic Processes(Karlin)
Diffusions, Markov Processes, and Martingales Volume 1，2 David Williams
Introduction to Stochastic Processes by Paul Gerhard Hoel, Sidney C. Port and Charles J. Stone
Introduction to Probability Models, Eleventh Edition by Sheldon M. Ross (Feb 15, 2014)
Stochastic Process.2nd.Sheldon Ross
Stochastic Processes for Insurance and Finance，Tomasz Rolski
R. Bhattacharya .Stochastic processes with applications. John Wiley & Sons, New York.
S. Resnick (1992), Adventures in stochastic processes. Birkhauser, Boston.
Basics of Applied Stochastic Processes (2010)Springer Richard Serfozo
Bass,Stochastic Processes,2011
Stochastic Processes Lectures Given at Aarhus University,Kyosi Ito
Durret,Essentials of stochastic processes,2012
Kyosi Ito ,Stochastic Processes: Lectures Given at Aarhus University,2004 书后有习题解答
Dominique Foata, Aimé Fuchs,Processus stochastiques : Processus de poisson, chaînes de Markov et martingales,2004 书后有习题解答
Measure theory and filtering introduction and applications 有习题解答
Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory 书后有习题解答
Understanding Markov Chains Examples and Applications 书后有习题解答
Schilling,Brownian Motion,An Introduction to Stochastic Processes,2012 有习题解答
随机过程 伊藤清
随机过程论—基础、理论、应用（胡迪鹤）
随机过程导论,Edward P.C.Kao
随机过程论【布林斯基,施利亚耶夫】
随机过程论 第1-3卷 И.И.基赫曼等
随机过程通论第1-2卷(王梓坤)
应用随机过程(林元烈)
应用随机过程(张波张景肖)书后有习题解答
随机模型概论(英文版.第4版)Mark A.Pinsky;Samuel Karlin
Introduction to Stochastic Processes, Second Edition (Chapman & Hall/CRC Probability Series) by Gregory F. Lawler (May 16, 2006)
Applied Stochastic Processes by Ming Liao (Jul 22, 2013)
Random Processes by Example by Mikhail Lifshits (Mar 10, 2014)
Stochastic Processes: Theory for Applications by Robert G. Gallager (Feb 28, 2014)
Stochastische Prozesse (Mathematik Kompakt) (German Edition) by Götz Kersting and Anton Wakolbinger (Jul 29, 2014)
Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)
Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning. 2ed,Chaumont.
Solution Manual of Introduction to Probability Models 10ed
随机过程疑难分析与解题方法 孙昊、 孙清华
随机过程习题解析(第2版) 陆传赉
随机过程及应用习题集 张晓军
An Introduction to Stochastic Differential Equations Lawrence C. Evans
Measure Theory and Filtering-Introduction and Applications
Introduction to Stochastic Integration - Second Edition Kai Lai Chung
Stochastic Integration Theory (Oxford Graduate Texts in Mathematics) by Peter Medvegyev
Stochastic Integration and Differential Equations (Stochastic Modelling and Applied Probability) by Philip E. Protter
Stochastic Calculus: Applications in Science and Engineering by Mircea Grigoriu
Mikosch,Elementary Stochastic Calculus With Finance in View,1988 (被引用次数：289)
Karatzas,Shreve,Methods of mathematical finance,1998 （被引用次数：2110）
Shiryaev,Essentials of Stochastic Finance,2000 （被引用次数：857）
Steele,Stochastic Calculus and Financial Applications,2001 (被引用次数：385)
Shreve,Stochastic calculus for finance I: The binomial asset pricing model,2004 (被引用次数：1172)有习题解答http://www.docin.com/p-750142388.html or http://www.docin.com/p-750142435.html
Shreve,Stochastic Calculus for Finance II, Continuous Time Models,2004 (被引用次数：1172)有习题解答http://www.docin.com/p-750142402.html
Benth,Option theory with stochastic analysis: an introduction to mathematical finance,2004 (被引用次数：49)
Elliott,Mathematics of Financial Markets Second Edition,2005 （被引用次数：472）
史树中 金融学中的数学 2006
Lin,Introductory Stochastic Analysis for Finance and Insurance,2006 (被引用次数：13)
Sondermann,Introduction to Stochastic Calculus for Finance: A New Didactic Approach,2006 (被引用次数：24The text is also useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis)
Lamberton,Introduction to stochastic calculus applied to finance,2008 (被引用次数：904)
Kwok,Mathematical Models of Financial Derivatives Second Edition,2008 (被引用次数：589)
Kennedy,Stochastic Financial Models ,2010 (被引用次数：9)
Statistics of financial markets: an introduction 3ed,Jürgen Franke, Wolfgang Karl Härdle and Christian Matthias Hafner 2010(被引用次数：188)有辅导书
Fllmer,Stochastic Finance An Introduction in Discrete Time 3ed,2011 (被引用次数：1235)
Capinski,Mathematics for Finance An Introduction to Financial Engineering 2011 2ed (被引用次数：112 仅仅需要高数和概率统计知识 适合非数学专业)
Večeř ,Stochastic Finance: A Numeraire Approach ,2011 (被引用次数：7)
严加安 金融数学引论 2012
Capiński, Stochastic Calculus for Finance ,2012
Janssen, Mathematical Finance: Deterministic and Stochastic Models,2013 (被引用次数：14)
McCauley,Stochastic Calculus and Differential Equations for Physics and Finance,2013
Kijima,Stochastic Processes with Applications to Finance,2013 (被引用次数：106)
Michael Mastro, Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB
Stochastic Calculus and Differential Equations for Physics and Finance by Joseph L. McCauley
Stochastic Finance: An Introduction with Market Examples (Chapman & Hall/CRC Financial Mathematics Series) by Nicolas Privault (Dec 20, 2013)
Elements of Stochastic Finance: Theory, Methods, and Computation by Frederi G. Viens, Jose Enrique Figueroa-lopez and Alexandra Chronopoulou (2014)
辅导书
Statistics of Financial Markets: Exercises and Solutions 2ed 2013 by Szymon Borak, Wolfgang Karl Härdle and Brenda López-Cabrera (Jan 11, 2013)
Problems and Solutions in Mathematical Finance: Volume I - Stochastic Calculus (The Wiley Finance Series) by Eric Chin, Sverrir Olafsson and Dian Nel
Problems and Solutions in Mathematical Finance Volume II: Equity Derivatives (The Wiley Finance Series)
Problems and Solutions in Mathematical Finance Volume III: Interest Rates and Inflation Indexed Derivatives (The Wiley Finance Series)
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