The book "Topics in Stochastic Analysis and Nonparametric Estimation" is a collection of expert contributions presented at a conference held at Wayne State University. This conference, which took place from September 15 to 17, 2006, focused on the topic of asymptotic analysis in stochastic processes and nonparametric estimation. The event honored Professor Rafail Z. Khasminskii on his 75th birthday and recognized his significant contributions in this field. The contributions in this volume provide valuable insights into current research topics and methods in stochastic analysis and nonparametric estimation. The editors, Pao-Liu Chow, Boris S. Mordukhovich, and G. George Yin, have carefully selected and edited the papers to ensure the quality and relevance of the content. This book is aimed at professionals and students who are engaged with the theoretical and practical aspects of stochastic processes and nonparametric estimation.