17933 Lakhdar Aggoun/Robert Elliott: Measure theory and filtering.
Cambridge UP 2004, 260p.

Gerold Alsmeyer: Erneuerungstheorie. 
Teubner 1990, 320p. 3-519-02730-5. DM 44.

N. Amossowa u.a.: Bedienungstheorie. 
Teubner, Leipzig 1986. 3-322-00309-4. DM 27.

David Applebaum: Levy processes - from probability to finance and quantum groups.
Notices AMS December 2004, ...

S. Asmussen: Ruin probability. 
World Scientific 1996, 250p. 981-02-2293-9. Pds. 26.

Asmussen/Hering: Branching processes. 
Birkhaeuser 1983, 480p. 3-7643-3122-4. DM 144.

F. Baccelli: Elements of queuing theory. Springer 2000, 310p. DM 98.

Fabrice Baudoin: Diffusion processes and stochastic calculus.
EMS 2014, 290p. Eur 48.

4432 Heinz Bauer: Wahrscheinlichkeitstheorie. De Gruyter 1991.

Frank Beichelt: Zuverla''ssigkeits- und Instandhaltungstheorie.
Teubner 1993, 310p. 3-519-02985-5. DM 43.

Frank Beichelt: Stochastische Prozesse fu''r Ingenieure.
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dei processi stocastici.

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stochastic approximations. Springer 1990, 370p. 3-540-52894-6. DM 114.

25857 Karl Berger/Pantelis Christodoulides/Karl Grill: Warteschlangentheorie.
Internet 1999, 47p.

J. Bertoin: Levy processes.
Cambridge UP 1996, 270p. 0-521-56243-0. Pds. 35.
"This nice book will be appreciated by both probabilists and analysts."
(EMS Newsletter)

A. Borovkov: Stochastic processes in queueing theory.
Springer 1976, 280p. 3-540-90161-2. DM 122.

P. Bremaud: Point processes and queues. Martingale dynamics.
Springer 1981, 360p. 3-540-90536-7. DM 128.

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SLN Math. 307 (1973), ...

S. Chatterji: Martingale theory. An analytical formulation with some 
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751 K. Chung: Lectures from Markov processes to Brownian motion.
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6286 Robert Cooper: Introduction to queueing theory. Arnold 1981.

6293 D. Cox/Walter/Smith: Queues. Methuen 1961.

Daley/Vere-Jones: An introduction to the theory of point processes.
Springer 1988, 700p. 3-540-96666-8. DM 145.

7044 R. Darling/A. Mukherja: Probability measures on semigroups of
nonnegative matrices. 3178 Hofmann/, 361-377.

C. Dellacherie/P. Meyer: Probabilites et potentiel. 1975.

A. Dembod/O. Zeitouni: Large deviation techniques and applications.
Jones and Bartlett 1993, 330p. $45.

M. Dozzi: Stochastic processes with a multidimensional parameter.
Longman 1989, 210p. Pds. 18.

Feldman: Mathematical evolutionary theory. 
Princeton UP 1989. 0-691-08503-x. $ 20.

23228 Marco Frego/Marco Pizzato/Luca Tasin/Luciano Tubaro: Appunti del corso
di processi stocastici. Internet 2008, 54p.

22309 Stefan Geiss: Stochastic processes in discrete time.
Internet 2009, 99p.

25856 Karl Grill: Theorie stochastischer Prozesse. Vorl. TU Wien 2012, 70p.

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925 I. Ghikhman/A. Skorokhod: Introduction a' la theorie des
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16006 Sheng-wu He/Jia-gang Wang/Jia-an Yan: Semimartingale theory and
stochastic calculus. CRC 1992, 550p. $90.

J. Jacod/A. Shiryaev: Limit theorems for stochastic processes.
Springer 1987, 600p. DM 198.

Jean-Piere Kahane: Some random series of functions.
Cambridge UP 1993, 320p. 0-521-45602-9. Pds. 20.

1790 Samuel Karlin/Howard Taylor: A first course in stochastic processes.
Academic Press 1975.

17998 Moritz Kassmann: L-harmonische Funktionen und Sprungprozesse.
DMV-Mitt. 14/2 (2006), 80-87.

27379 Götz Kersting/Anton Wakolbinger: Stochastische Prozesse.
Birkhäuser 2014, 160p. Eur 19.

L. Kleinrock: Queuing systems. 2 volumes. Wiley 1976.

F. Knight: Foundations of the prediction process.
Oxford UP 1992, 260p. Pds. 40.

Dieter Koenig/Volker Schmidt: Zufaellige Punktprozesse.
Teubner 1994, 360p. 3-519-02733-X. DM 49.

Leonid Koralov/Yakov Sinai: Theory of probability
and random processes. Springer 2007, 360p. Eur 38.

6636 Martin Leibowitz: Le code. 6626 Israel, 76-80.

Ruilin Long: Martingale spaces and inequalities.
Vieweg 1993, 350p. 3-528-08397-2. DM 89.

1561 Michel Metivier: Semimartingales. De Gruyter 1982.

Michel Metivier: Martingales a' valeurs vectorielles. Application a' la 
derivation des mesure vectorielles. Ann. Inst. Fourier 17 (1967), 175-208.

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1494 Lothar Partzsch: Vorlesungen zum eindimensionalen Wienerschen
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1027 M. Priestley: Spectral analysis and time series. 
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S. Resnick: Adventures in stochastic processes.
Birkhaeuser 1992, 630p. 3-7643-3591-2. 

Y. Rozanov: Introduction to random processes.
Springer 1987, 117p. DM 54. Can be useful, although short and concise.

R. Schassberger: Warteschlangen. 
Springer 1973, 210p. 3-211-81074-9. DM 98.

R. Schinazi: Classical and spatial stochastic processes.
Birkha''user 1999, 190p. 3-7643-4081-9. DM 118.

D. Snyder/M. Miller: Random point processes in time and space.
Springer 1991, 480p. "The theory of point processes is the most fascinating 
of the currently active chapters of probability, and by far the most promising.
Of several attractive introductions to appear in recent years, this is the 
most legible (though perhaps not the most readable), and the most thorough in 
respect to the Poisson process. We hope it will encourage several young 
mathematicians to engage themselves with this application-rich subject." 
(Giancarlo Rota).

20833 Wolfgang Stadje: The maximum average gain in a sequence
of Bernoulli games. Am. Math. Monthly 115/10, 902-910.

D. Stroock: Probability theory, an analytic view.
Cambridge UP 1993, 470p. 0-521-43123-9. Pds. 30.

6292 Lajos Takacs: Stochastic processes. Methuen 1960.

27052 Wikipedia: Stochastic process. INQ 10367, 25p.

17812 David Williams: Probability with martingales.
Cambridge UP 2005, 250p. Eur 29.

6946 G. Winkler: Besprechung des Buches "Foundations of the prediction
process" von Knight. Jahrb. DMV 97 (1995), B 1-3.