Reddit mentions of Stochastic Processes in Physics and Chemistry (North-Holland Personal Library)

I'm quite partial to probability theory and stochastic processes, which typically don't receive much attention in physics curricula but can be incredibly important, especially in the analysis and interpretation of data. This may be beyond the scope of your query, but I think it's important so I'm posting it anyway.

My favorite textbook in this area is van Kampen. Despite its high level, it includes all of the relevant background (albeit at a quick pace), and I would recommend it even if you have little or no background in probability theory. As the title suggests, it is specifically written for physical scientists, with many examples drawn from physics, and it stresses physical insight over mathematical rigor.