Conformally Invariant Processes in the Plane , by American Mathematical Society, 2005 (NOW AVAILABLE!)
I was an editor for a volume of lectures notes from School and Conference on Probability Theory at the ICTP in Trieste. This book is available on the Web courtesy of ICTP.
A softcover edition of Intersections
of Random Walks is now available through Birkhauser-Boston
A second edition of Introduction to Stochastic Processes will be coming out in 2006, published by Taylor & Francis.. This is a text for a nonmeasure theory course in stochastic processes.
Lectures on Contemporary Probability (with Lester Coyle) are lectures given to undergraduates at the Institute for Advanced Study/ Park City summer program in 1996. They have appeared in the American Mathematical Society's Student Mathematical Library series.