Stochastic Calculus Notes
- These notes by Alan Bain provide a complete elementary introduction to stochastic integration with respect to continuous semimartingales.
- http://www.chiark.greenend.org.uk/~alanb/

Probability and Random Process Class Notes
- Class notes for a university course on probability and random processes, by John L. Stensby. Notes are in .pdf format. Introductory through advanced topics are covered.
- http://www.ece.uah.edu/courses/ee420-500/

Probability lecture notes
- Lecture notes from R.F. Bass
- http://www.math.uconn.edu/~bass/lecture.html

Stochastic Analysis
- Extensive lecture notes from Timo Seppalainen
- http://www.math.wisc.edu/~seppalai/courses/735/home735.html

An Introduction to Queueing Systems
- Educational material for the study of queues and queueing networks. It includes details on book "Introduction to Queueing Systems", sample sections, solution manual for problems, tests and their solutions
- http://home.iitk.ac.in/~skb/qbook/qbook.html

Virtual Laboratories in Probability and Statistics
- Interactive course by Kyle Siegrist.
- http://random.math.uah.edu/stat/

Probability by Surprise
- Contains class notes and applets for teaching an introductory probability class to engineers.
- http://www-stat.stanford.edu/~susan/surprise/

Probability Theory: The Logic of Science
- Online textbook by E.T. Jaynes in PS format.
- http://omega.albany.edu:8008/JaynesBook

Introduction to Probability
- An online textbook in PDF format, by Charles M. Grinstead and J. Laurie Snell
- http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html

Lectures Notes from Varadhan
- From S.R.Srinivasa Varadhan in pdf and ps formats, on measure theory, harmonic analysis, statistics and stochastic processes.
- http://www.math.nyu.edu/faculty/varadhan/

Introduction to probability
- A comprehensive course in probability by Oliver Knill
- http://www.math.harvard.edu/~knill/index.html

Calculus and Probability
- Online course by Stefan Waner and Steven R. Costenoble
- http://people.hofstra.edu/faculty/Stefan_Waner/cprob/cprobintro.html

Applied Probability and Stochastic Processes
- An online course by Wlodzimierz Bryc in DVI, PS and HTML format.
- http://math.uc.edu/~brycw/probab/books/