Asmussen and Glynn - Stochastic Simulation

Athreya and Lahiri - Measure Theory and Probability Theory

Barbour - An Introduction to Stein's Method

Billingsley - Probability and Measure

Borodin - Handbook of Brownian Motion - Facts and Formulae

Borovkov - Probability Theory

Borovkov - Ergodicity and Stability of Stochastic Processes

Shiryaev - Probability I, II

Pitman - Probability

KL Chung - A Course in Probability Theory

Bremaud - Probability Theory and Stochastic Processes

Cinlar - Probability and Stochastics

Shiryaev - Problems in Probability

Mills - Problems in Probability

Lifshits - Lectures on Gaussian Processes

Gramacy - Surrogates, Gaussian Process Modeling

Marcus - Markov Processes, Gaussian Processes and Local Times

Shi - Gaussian Process Regression Analysis for Functional Data

Bobrowski - Functional Analysis for Probability and Stochastic Processes

Bishwal - Parameter Estimation in Stochastic Differential Equatios

Horn and Johnson - Matrix Analysis

Gentle - Matrix Algebra

Golub and Loan - Matrix Computations

Graybill - Matrices with Applications in Statistics

G. Vallis : Atmospheric and Oceanic Fluid Dynamics : Fundamentals and Large Scale Circulation

Bennett - Inverse Problams

Pedlosky - Geophysical Fluid Dynamics