These notes by Alan Bain provide a complete elementary introduction to stochastic integration with ...
Interactive course by Kyle Siegrist.
Tutorials in measure theory, lebesgue integration and probability, by Noel Vaillant
An online course by Wlodzimierz Bryc in DVI, PS and HTML format.
A comprehensive course in probability by Oliver Knill
From S.R.Srinivasa Varadhan in pdf and ps formats, on measure theory, harmonic analysis, statistics...
An online textbook in PDF format, by Charles M. Grinstead and J. Laurie Snell
Online textbook by E.T. Jaynes in PS format.
Contains class notes and applets for teaching an introductory probability class to engineers.
Educational material for the study of queues and queueing networks. It includes details on book "In...
Extensive lecture notes from Timo Seppalainen