Imprecise Probabilities Project - To help advance the theory and applications of imprecise probabilities, mainly by the dissemination of relevant information. Probabilistic Thinking - By Richard Jeffrey. Probability - Examines various definitions of Probability, and some paradoxes and perplexities. Probability Abstract Service - Research paper abstracts. 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. Probability Theory and Stochastic Processes - Part of Dave Rusin's excellent Mathematical Atlas. The Logic of Science - Online textbook by E.T. Jaynes in PS format. Steven Shreve's Lectures on Stochastic Calculus and Finance - Notes in probability theory prepared by Prasad Chalasani and Somesh Jha, with a strong bias towards financial modeling and option pricing. These notes by Alan Bain provide a complete elementary introduction to stochastic integration with respect to continuous semimartingales.