爱华网非数学专业 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;KeyingYe
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(HenryStark)、
Schaum'sOutlines - Probability, Random Variables And RandomProcesses
Schaum's Easy Outline of Probability and Statistics.
Schaum's Outline of Beginning Statistics, 2 Edition
Schaum's Outlines - Elements of Statistics I - DescriptiveStatistics and Probability
Schaum's Outlines - Elements of Statistics II - InferentialStatistics
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_UnderstandingWhy and How Dekking
Chris Spatz, "Basic Statistics: Tales of Distributions (10thedition)"
Basic Concepts of Probability and Statistics (Classics in AppliedMathematics) by J. L. Hodges Jr and E. L. Lehmann (Jan 11,2005)
Modern Mathematical Statistics with Applications (Springer Texts inStatistics) by Jay L. Devore and Kenneth N. Berk (8 Dec2011)
A Course in Mathematical Statistics, Third Edition, Third Editionby 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 andStatistics
应用统计学
Elements of Statistics6ed，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 issomething like hammer, nails, wood as to a house, it's just thematerial and tools but not the houseitself。）
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 makingapproach（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 DR.）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(DavidA.Freedman)、
Introduction to the Theory of Statistics 14ed, George Udny Yule andSir Maurice Kendall
Introduction to the Theory of Statistics 3rd Edition by AlexanderM. Mooda
Introductory Statistics, Third Edition. Sheldon Ross.
Chris Spatz, Basic Statistics: Tales of Distributions (10thedition)
Statistics in Plain English, 3rd Edition,Timothy C.Urdan
Theodore Coladarci, Casey Cobb, "Fundamentals of StatisticalReasoning in Education (4th Edition)
Applied Statistics for Businessand Management using Microsoft Excel by Linda Herkenhoff and JohnFogli (Jan 16, 2014)
Data Analysis: Statistical and Computational Methods for Scientistsand 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。
选一本适合自己的好的教材对自己以后的学习是决定性的重要--这是学数学的人首先必须明白的--不仅是对概率方向，对数学的各个分支都是如此。大一的时候齐名友老师跟我特别提到过这一点，可惜我当时不以为然，结果走了很多弯路，到研究生以后才慢慢明白这个道理。一本山寨小学校的老师七拼八凑编写的烂书，常常对学习（特别是自学）不仅无益反而有害，因为你往往浪费了时间却只能得到这个一些支离破碎的印象，这样你会遗忘得很快，很可能到头来你还得重新学一遍；另一些时候，你选择了众人推荐的名著，但你如果当前的水平达不到一定的层次，它往往会打击你的信心让你灰心丧气，甚至会让你不再有学下去的欲望。这两种情形显然都是人们应该尽量避免的。
需要指出的是，有的书适合作教材，有的书却只适合作参考书；就算都是教材，它定位的读者群体也可能不一样。每个人都应该根据自己的实际情况做出选择。一般好书大多都是国外的，所以如果有可能最好去看国外的原版书，就算没有这个能力也应该去锻炼这个能力。读原版书其实没看起来的那么难，你不需要懂得任何高深的语法，记熟100个单词/词组就能轻易上手，记熟300个你就能在大多数情况下不需要字典了。我记得我法语学了不到一年就来到法国读书，老师上课基本听不懂，只能自己找书看，而图书馆里绝大多数参考书都是法语的（当时不知道在网上找书）。按说我当时法语应该比大多数中国大学生英语要远差，但我抱着一本法语的拓扑书回家一边查字典一边看，两三天就完全适应了。真正看外文原版书，要克服的首要困难永远都是数学本身，而不是生词或者语法。
我推荐的学习方法是这样的：读一本简单而直观的入门书，这样能比较容易地把握一个领域的主干，明白它要达到哪些目的，通过什么样的方法，关键性的定理有哪些；等掌握大体框架之后再找一本详尽而严密的教材慢慢推敲其细节。中文的书我没什么好推荐的--在国内的时候看的书质量都不高（当时抱着一本书就看，对好书和烂书也没有概念）而出国之后就没再看过中文书了。我依稀记得汪嘉冈的《现代概率基础》还不错，其它的我就不知道了。对于外文书，我倒是有很多可以推荐。这样我首先要推荐的是DavidWilliams写的Probability withmartingales。书写得很薄，严格意义上说它不是一本教材，但完全可以把它当做现代概率论和鞅理论的入门书来看。我觉得很少有书能够写得象它那样把严密性，直观性以及趣味性完美的融合到一起，并且自成体系(即所谓self-contained，就是说你不需要一边看这本书一边在别的书里寻找相关定理，定义或者其它背景知识)。它只引入对主题有帮助的概念，因此这样读者就可以不必顾及细枝末节从而能够快速领悟其精髓。等你入门之后，可以看的进阶级书就很多了，比如ChungKai Lai的A course in probability theory。
测度论的基础对于高等概率以及随机过程的学习无疑是很重要的，尽管刚开始的时候你完全可以跳过许多内容（单调类定理，测度的扩张定理，radon-nikodym定理等），但真正想把这个方向学好的人最后一定还是得回头啃这些相对枯燥的基础知识。我看过严加安的《测度论讲义》和halmos的测度论，个人感觉后者更友善些，并且更适合自学。严的书里，开篇就罗列一大串定义：什么是pi类，半环，半代数，sigma代数，单调类，lamda类，再罗列它们的一些性质，诸如a推b，b推c，c推d，d推a之类，我以为这样不容易让人抓住重点。测度论理真正重要的集类首先是sigma代数和pi类，然后是单调类和代数，其它的集类不知道也罢。
看书除了看教材，当然还得找几本参考书以备不时之需。剑桥出的Grimmett和Stirzaker合著的probability andrandomprocess，其特点是例子和习题详尽而丰富，从经典的概率论逐步过度到现代的测度空间。它虽然名为本科生教材，但我觉得其内容之丰富使其作为阶段性的参考资料已经绰绰有余了。然后是大名鼎鼎的Feller的两本Anintroduction to probabilitytheory，公认的经典。其特点是通过大量的实例讲叙了许多概率论和随机过程在现实中的应用，以及各种概率模型的由来及其推导，据说适合从本科生到博士生的一切人群。但feller的书写成已经有半个世纪之久，因此一些内容还是显得太陈旧了。想看更现代一点的参考书的话，我推荐Kallenberg的Foundationsof modernprobability。这是一本很新的书，也是一本名副其实的参考书--因为它只能作参考书--仅600页竟然就讲完了概率论各个大大小小分支的主要内容，书里你可以找到几乎所有的重要定理，命题，及其证明。
如果你能把书基本看懂，那你已经可以算差不多入门了；如果你能闭着眼睛说出任何一个定理的证明思路，那么恭喜你，你已经学有小成。但是仅仅看书显然是不够的，想要学得好，学得牢，无论如何你还得做一定量的相应的习题--计算题为辅，证明题为主，并且要勤于思考养成习惯。为了一道题如果你的思考时间还不到一个甚至半个就放弃而去翻答案，那么根本就不算你曾为这个问题花费过努力--事实上如果你不认真思考，那么你会觉得所有的答案，所有的证明都只不过是理所当然的，trivial的，从而你也不会领悟到真谛。 上面的文字源于http://blog.sina.com.cn/s/blog_63ea03bc0100glad.html
类似的数理统计也可以按照类似的方法
严格的数理统计理论，既包含Statistical Inference（PointEstimation, Hypothesis Testing，以及Confidence Set），又包括StatisticalDecisionTheory；既包含Frequentist方法，又包括Bayesian的方法；既有小样本的Evaluation标准，像是Unbiased，UMVUE等等，又包括大样本的AsymptoticEfficiency统计评价方法。当然，这个课还包含很多现代统计方法的简单介绍，比如Nonparametric，Semiparametric，Bootstrap为代表的Resampling方法。不过这里只能是简单介绍，详细的内容只能由后续课程或者通过自学（因为这些课程的开设都是跟老师的研究兴趣有关的，一个学校不一定能把所有的课都开起来）来完成。详细的课程内容我就不多说了，因为我个人觉得，凡是想做计量理论的人这门课的内容都是必然要具备的素质，起码对于现在这个年代的计量理论来说我觉得是这样，看看现在Econometrica，Econometric Theory，Journal ofEconometrics上的Paper，基本上都是各种各样的新的Estimation，HypothesisTesting方法的提出，所用的工具无不是基于现代数理统计最新的研究进展，如果不能打一下一个很坚固的数理统计基础，起码对我来说真是难以想象怎么来做研究将来。这门课的主要教材就是著名的《Theoryof Point Estimation》（TPE） by Lehmann and Casella，与《TestingStatistical Hypotheses》（TSH）by Lehmann andRomano，我想这两本教材的难度很多人都早就听说过了，反正我觉得这两本书真是得至少花一年的时间才能学好，课后的习题多，质量也好，这边的图书馆里能借到他们第一版的习题解答，非常老了，感觉字体很象是手写然后复印的。这本习题解答的作者一说大家肯定知道，就是写了类似于Probability百科全书的《ModernTheory ofProbability》的Kallenberger了。跟这两本书难度差不多相当的Bayesian统计的书可以参考《StatisticalDecision Theory and Bayesian Analysis》byBerger，注意这个Berger跟与Casella写《StatisticalInference》的Berger可不是一个人。另外，Shao Jun的《MathematicalStatistics》写的也是非常之好，内容涵盖了TPE跟TSH的所有内容几乎，当然程度要容易的多，并且这本书简单介绍了包括Nonparametric，Semiparametric，Bootstrap，甚至还有EmpiricalLikelihood的几乎所有的现代统计方法，真是一书在手，天下事尽知啊。还值得一提的是，这本书习题也是很丰富，而且还有专门的一本习题答案，以供大家参考，如果能好好利用这些习题，还是那句话，受益终生。我自己上课时老师把这基本都列为了参考教材，我则除了TPE跟TSH上老师上课讲的内容外，仔细读了ShaoJun的相关内容，并且做了上面的一小部分题目，收获颇丰。Shao先生（我不知道是不是邵，所以只好写拼音）好像是国内华东师大毕业的， 现在为U of Wisconsin atMadison统计系的主任，那里Statistics PHD第一年的Math Stat CoreSquence就是讲他这本书。不知道为什么纯数学的书国内有影印版的非常多，但是统计的书国内很少找到影印版，这使我想起了有位统计牛人在一个报告上说的，国内跟国外在统计学研究上的差距这几年非但没有缩小，某种程度上反而有点扩大了。我不是做数理统计的，也不知道事实是否如此，不过统计方面影印书的出版比纯数学方面的差了很多，这是一个很奇怪的现象，因为统计在现实中的应用应该更多些，按说统计书的引进应该是更快一步才对，现在反而是相反的。这里想推荐一本中文的高等数理统计教材，那就是陈希儒先生的《高等数理统计》了，陈老的地位以及水平我想我不需要多说了，他这本书写的是非常之好，基本跟TPE，TSH差不多一个难度水平，不过就是内容少了一点。还有就是这本书习题令人称赞，而且书的后半部分就是习题的参考答案，供大家研习之用。陈老对做习题以掌握内容，训练基本技能的说法我想很多同学都是见过的，不得不说，姜还是老的辣啊！！！ 个人建议：这门课值得好好花一年的时间学好TPE，TSH或者学好ShaoJun，Bayesian的部分可以参考下Berger。Berger的书国内有影印版，其他基本好像没有，不过可以找得到电子版，而且国内一些学校也有复印版。题目要认真做，多做。 上面的文字源于http://blog.renren.com/share/300522404/3688896622
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 desprobabilités by Henri Poincaré , 1912 2ed
Calcul desprobabilités, 1925,PaulLévy
Theory of probability by William Burnside, Cambridge UniversityPress, 1928
Introduction tomathematical 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
RandomVariables and Probability Distributions3thHaraldCramér
The elementsof probability theory and some of its application2edHaraldCramér
MathematicalMethods of Statistics:HaraldCramér
Theory of Probability 6th Edition[概率论教程（苏）格涅坚科（Б.В.Гнеднко）著；丁寿田译2ed]
DeFinetti, B. (1974,5), Theory of Probability (two volumes), JohnWiley & 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-OttoGeorgii
Probability Via Expectation(Whittle)(Expectations as thestarting point for the development of probability theory; similarto my approach. Very clear. )
JY.Ouvrard,Probabilites Tome 1(Licence Capes)
PierreBrémaud,Initiation aux probabilités et aux chaînes de Markov (2èmeédition 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 IonutFlorescu
测度论（或者说偏概率论的实分析）
Measuretheory,Halmos,
严加安 测度论讲义（第二版）
Schilling，Measures, Integrals andMartingales有习题解答http://www.docin.com/p-750702313.html
Capinski，Measure, Integral and Probability, SecondEdition书后有习题解答
Stroock，Essentials of Integration Theory forAnalysis (Graduate Texts in Mathematics)有习题解答
Bartle，A Modern Theory of Integration (Graduate Studies inMathematics)书后有习题解答
Théorie de la mesure (exercices et problèmes corrigés) de Khoan VoKhac
Folland, G. B. Real Analysis:Modern Techniques and TheirApplications (Excellent source formeasure theory and realanalysis.)
Bass,Real Analysis for Graduate Students, Second Edition
Makarov,Real Analysis Measures, Integrals andApplications
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 RealAnalysis,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. AMSBookstore, 2011.
Theorie de la mesure et Integration: Measure Theory and Integrationde 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 exerciseswith detailed answers [2014]by Nicolas Lerner
Exercices corrigés en théorie de la mesure et de l'intégration deYves Ducel et Jean-Pascal Ansel (5 mai 1998)
J Yeh,Problems and Proofs in Real Analysis: Theory of Measure andIntegration,3edExercises in Analysis:Part 1 (Problem Books in Mathematics) by Leszek Gasinski andNikolaos S. Papageorgiou (2014)
高等
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. Itcontains most of what goes into a modern probability course, inunder a hundred pages. Hard reading, because notation and fashionhave changed, but the ideas are mostly all there. Martingale theorywasn't invented in~1933, when the book first appeared. A landmarkin the history of probability."Grundbegriffe derWahrscheinlichkeitrechnung,"' 'Ergebnisse Der Mathematik',1933.)Lévy,Théorie del'addition des variables aléatoires，1937 ,1954 2ed
M. Loeve, 'ProbabilityTheory, I and II, 4th Edition', Springer-Verlag, New York,1977.( The classic text onprobability ，likely the first rock solid, quite comprehensive,highly polished presentation of 'modern' probability was the firstedition)Loeve是Lévy的学生JacquesNeveu,Mathematical foundations of the calculus ofprobability (Holden-Day series in probability andstatistics)翻译自法语Basesmathématiques du calcul des probabilités : Par Jacques Neveu deJacques Neveu (1964)Neveu是Loeve的学生
L. Breiman (1992), Probability. SIAM, Philadelphia.（A good book to lookat after you think you know what is going on. Deceptive at times,because hard ideas are made to seem easy. Very good for weakconvergence, 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 alwayseasy to read.）1968年第1版
概率论教程:英文版(第3版)钟开莱(A standard text. Agood place to look for standard proofs.)概率论及其应用第2卷(第3版)/威廉·费勒(Aclassic. If you are serious about probability theory you need toown this book (and the companion volume~I). Covers lots of materialnot found in other texts. Very good on characteristic functions;very little on martingales. Unfortunately, Feller tried to avoidmeasure theory.)Howard G. Tucker, AGraduate Course in Probability, (1995)1967年第1版
Chow.Y.S的Probability Theory: Independence, Interchangeability,Martingales 3ed 华人数学家 周元燊(Written in atechnical style, but full of information. Good on martingales andexchangeability. It has useful variations on technical topics suchas inequalities for sums and formartingales.)1978年第1版
R. G. Laha, V. K. Rohatgi,Probabilitytheory(1979)
概率论（日）伊藤清著刘璋温译
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Foundationsof modern probability 2ed(Quotingan amazon.com reviewer: ``.... a compendium of all the relevantresults of probability ..... similar in breadth and depth toLoeve's classical text of the mid 70's. It is not suited as atextbook, as it lacks the many examples that are needed to absorbthe theory at a first pass. It works best as a reference book or a"second pass" textbook.")DavidWilliams的Probability with martingales(A tad eccentric, butsuperbly clear. An author who conveys his enthusiasm for a greatsubject. Concise treatment emphasizes usefulnessof martingales. )
Sheldon M Ross,A SecondCourse in Probability
R. Durrett,ProbabilityTheory and Examples 4th edition有习题解答
Billingsley的Probabilityand Measure 3rd Edition（Verywell written. Particularly recommended for the discussion onconditioning. Covers many topics .）Athreya的Measure Theory And ProbabilityTheory
Erhan Cnlar,GTM261.Probability andStochastics
Malliavin.P,GTM157.Integration.and.Probability有习题解答
A. Rény,Foundations of Probability
Jacod J,ProbabilityEssentials （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,SecondEdition书后有习题解答
Fristedt.A modern approach toprobability theory. 1997.有习题解答
Klenke，Probability Theory - A ComprehensiveCourse 2ed，2013
A basic course in probabilitytheory（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 Theory(Universitext) ,Borovkov, Alexandr A.2013,Springer ,
Probability: A Graduate CourseAllanGut2013,Springer
Probability(Davar. Khoshnevisan)GSM080
A First Look at Rigorous Probability Theory, 2ed (Jeffrey S.Rosenthal)
Real Analysis and Probability.DUDLEY(A thorough text thathas become one of my favourites. Read the notes at the end of eachchapter to see how a real scholar works. Highlyrecommended)Theory ofProbability and Random Processes (Leonid B. Koralov, Yakov G.Sinai).
Ash, R. B. RealAnalysis and Probability(Goodbackground on measure theory, particularly the connections betweentopology and measure. Recommended for martingales andconditioning.)书后有习题解答
Philippe Barbé, Michel Ledoux,Probabilité,2007(有习题解答书)
Modèles aléatoires etphysique probabiliste (French Edition) by Franck Jedrzejewski现代概率论在物理中的应用Probability for Statistics and Machine Learning Fundamentalsand Advanced Topics ,Gupta
Fundamentals of Probability A First CourseGupta
A User's Guide to Measure TheoreticProbability,Pollard
Theory ofProbability and Random Processes, Leonid Koralov，Yakov G.SinaiF
A Graduate Course in Probability and Statistics Vol.1 Essentials ofProbability for Statistics [Hung T.Nguyen;Tonghui Wang]
The Theory of Probability: Explorations andApplications,Venkatesh
Advanced Probability Theory(荆炳义 高等概率讲义)
Probability Tools with Examples 2013-2014-UCSD LectureNotes，Bruce K.Driver.http://www.docin.com/p-753247528.htmlProbability Theory S.R.S.Varadhan(Courant LectureNotes)http://www.docin.com/p-753247669.html
Theorie de la Mesure et Probabilités: Measure Theory andProbability (avec exercices et problèmes corrigés) de MagidMaatallah (27 août 2010)
Probabilites Tome 2(Master Agregation) JY.OuvrardWalsh, J.(2012), Knowing the Odds: An Introduction to Probability,AMS.
Mathematics of Probability (Graduate Studies in Mathematics) byDaniel W. Stroock
Théorie des probabilités. Une introduction élémentaire. de BernardCandelpergher (14 mars 2013)
Théorie de la Mesure et de l'Intégration pour les ProbabilitésCours & Exercices Corrigés de Maryse Béguin (25 juin2013)书后有习题解答
Probability Theory in Finance: A Mathematical Guide to theBlack-scholes Formula (Graduate Studies inMathematics)书后有习题解答
Measure, Probability, and Mathematical Finance: A Problem-OrientedApproach by Guojun Gan, Chaoqun Ma and Hong Xie 2014
An Introduction to Measure-theoretic Probability, Second Edition byGeorge G. Roussas (Apr 15, 2014)
Probability: TheClassical Limit Theorems Hardcover, 2014 by HenryMcKean
辅导书
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 toRandom Processes，L. Chaumont and M.Yor
Problems inProbability Theory, Mathematical Statistics and Theory of RandomFunctions ,A. A. Sveshnikov
Theoretical Exercises in Probability and Statistics, 2ndEdition
HervéCarrieu,Probabilité : Exercices corrigés de Hervé Carrieu ,2008W.Feller 第1卷 概率论及其应用题解陈希孺
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 Methodsof Statistics:HaraldCramér
Kendall's AdvancedTheory 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: ADecision 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
MathematicalStatistics :Basic Ideas and SelectedTopics(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AnIntroduction to Probability Theory and MathematicalStatistics
Stochastics - Introduction to Probability and Statistics,Hans-OttoGeorgii
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）数理统计,韦来生
Pestman,WiebeR的MathematicalStatistics 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LinearStatistical Inference and its applications2ed(倪国熙，陈希孺写了这本书的部分参考答案)
All of Statistics - A Concise Course inStatistical Inference - Larry Wasserman
TheoreticalStatistics,D. R. Cox,D.V. Hinkley（有辅导书）
Boos,Essential Statistical Inference Theory andMethods.2013
StatisticalInference,2ndedition,by George Casellahttp://www.docin.com/p-757409493.html;网上有习题解答ModernMathematical Statistics with Applications Devore,.Berk,.2ed2012
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,TestingStatistical Hypotheses.3ed(有习题解答)
Lehmann,Theory of Point Estimation.2ed
Lehmann,Elements of Large-sample Theory
Lehmann,Nonparametrics:statistical methods based onranks（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 (2nded.)
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 ofStatistics:Statistical Experiments and Asymptotic DecisionTheory
Theory of Statistics 2ed Mark J.Sachervish
Advanced Statistics: Volume 1: Description of Populations ,ShelbyJ. Haberma
A Graduate Course in Probability and Statistics.VolumeII:Essentials of Statistics,Hung T.Nguyen;Tonghui Wang
Abstract Inference ,GrenanderU.
現代数理統計学, 竹村 彰通
Mathematical statistics,Borovkov, AlexandrA.
TheoreticalStatistics:Topicsfor a Core CourseRobertW.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Instituteof Mathematical Statistics的fellow）
KorostelevMathematical 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 MichaelMürmann (Dec 31, 2013)
Examplesand Problems in Mathematical Statistics (Wiley Series inProbability and Statistics) - ShelemyahuZacks,2014
Statistical Theory and Inference, 2014 by DavidOlive
Basicsof Modern Mathematical Statistics(Springer Texts inStatistics)Spokoiny, Vladimir,Dickhaus, Thorsten 2014(http://www.docin.com/p-758997042.html有习题解答书)
L. Rüschendorf, Mathematische Statistik (Springer-LehrbuchMasterclass)
数理统计习题教程(上下)李泽慧J.Bickel 第一版解答
MathematicalStatistics -- Exercises and Solutions，JunShao
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 inProbability Theory, Mathematical Statistics and Theory of RandomFunctions
倪国熙，陈希孺著 线性统计与线性代数 参考资料
Problems andsolutionsintheoreticalstatistics，David Roxbee Cox
Testing statistical hypotheses : worked solutions / W.C.M.Kallenberg, et al.
Exercises in Theoretical Statistics: With Answers and Hints onSolutionsby Sir MauriceKendall
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 MinimaxTheoryhttp://www.docin.com/p-706903193.html
Kallenberg, W. C. M. Testing statistical hypotheses : workedsolutionshttp://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 AdvancedTheory 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 DistributionsNorman
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 KGuptaMatrix VariateDistributions
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 DiscreteDistributions
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 ActuarialSciences
Hogg, Klugman Loss Distributions
Krishnamoorthy,Handbook of statistical distributions withapplications(Taylor and Francis, 2006)
随机过程
J.L. Doob (1953), Stochasticprocesses (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 DavidWilliams
Introduction to Stochastic Processes by Paul Gerhard Hoel, SidneyC. 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，TomaszRolski
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 RichardSerfozo
Bass,Stochastic Processes,2011
Stochastic Processes Lectures Given at Aarhus University,KyosiIto
Durret,Essentials of stochastic processes,2012
Kyosi Ito ,Stochastic Processes:Lectures Given at AarhusUniversity,2004书后有习题解答
Dominique Foata, Aimé Fuchs,Processus stochastiques : Processus depoisson, 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 FinancialMathematics 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 StochasticProcesses,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) byGötz Kersting and Anton Wakolbinger (Jul 29, 2014)
辅导书Stochastic processes. problems and solutions, Takacz L
Theory of Stochastic Processes: With Applications to FinancialMathematics and Risk Theory (Problem Books inMathematics)
Exercises inProbability: A Guided Tour from Measure Theory to Random Processes,via Conditioning.2ed,Chaumont.
SolutionManual 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
随机分析(随机微分，积分，变分)Karatzas,Shreve,Brownian motion and stochasticcalculus,1991书后有习题解答Stochastic DifferentialEquations 6ed书后有习题解答Malliavin Calculus forLévy Processes with Applications toFinance书后有习题解答Introduction toStochastic Calculus with Applications Fima C. Klebner书后有习题解答
An Introduction to Stochastic Differential Equations Lawrence C.Evans
Measure Theory and Filtering-Introduction andApplications
Introduction to Stochastic Integration - Second Edition Kai LaiChung
Introduction toStochastic Integration (Universitext) by Hui-HsiungKuo
Stochastic Integration Theory (Oxford Graduate Texts inMathematics) by Peter Medvegyev
Stochastic Integration and Differential Equations (StochasticModelling and Applied Probability) by Philip E. Protter
Stochastic Calculus: Applications in Science and Engineering byMircea Grigoriu
Introduction ToStochastic Calculus With Applications (3rd Edition) by Fima C.Klebaner
Stochastic Analysis andDiffusion Processes (Oxford Graduate Texts in Mathematics) byGopinath Kallianpur and P Sundar (Feb 6, 2014)
随机金融
Mikosch,Elementary Stochastic Calculus With Finance in View,1988(被引用次数：289)
Karatzas,Shreve,Methodsof mathematical finance,1998 （被引用次数：2110）
Shiryaev,Essentials ofStochastic 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 assetpricing model,2004 (被引用次数：1172)有习题解答http://www.docin.com/p-750142388.htmlorhttp://www.docin.com/p-750142435.html
Shreve,Stochastic Calculus for Finance II, Continuous TimeModels,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 tomathematical 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 NewDidactic Approach,2006 (被引用次数：24Thetext is also useful for mathematicians interested in the methods ofmodern mathematical finance without prior knowledge of advancedstochastic analysis)
Lamberton,Introduction to stochastic calculus applied tofinance,2008 (被引用次数：904)
Kwok,Mathematical Models of Financial Derivatives SecondEdition,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 MatthiasHafner2010(被引用次数：188)有辅导书Ross,An Elementaryintroduction to Mathematical Finance 3ed ,2011 （被引用次数：115）
Fllmer,Stochastic Finance An Introduction in Discrete Time 3ed,2011(被引用次数：1235)
Capinski,Mathematics for Finance An Introduction to FinancialEngineering 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, MathematicalFinance: Deterministic and Stochastic Models,2013 (被引用次数：14)
McCauley,Stochastic Calculus and Differential Equations for Physicsand Finance,2013
Kijima,Stochastic Processes with Applications to Finance,2013(被引用次数：106)
MichaelMastro,Financial Derivative and EnergyMarket Valuation: Theory and Implementation in MATLAB
Stochastic Calculus andDifferential Equations for Physics and Finance by Joseph L.McCauley
StochasticFinance: An Introduction with Market Examples (Chapman &Hall/CRC Financial Mathematics Series) by Nicolas Privault (Dec 20,2013)
Elements of StochasticFinance: Theory, Methods, and Computation by Frederi G. Viens, JoseEnrique Figueroa-lopez and Alexandra Chronopoulou (2014)
辅导书
Statistics of Financial Markets: Exercises and Solutions 2ed 2013by Szymon Borak, Wolfgang Karl Härdle and Brenda López-Cabrera (Jan11, 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: EquityDerivatives (The Wiley Finance Series)
Problems and Solutions in Mathematical Finance Volume III: InterestRates and Inflation Indexed Derivatives (The Wiley FinanceSeries)
（来源：数学建模与数学应用论坛，有一定改动和编加）
