Distributions - A reference site describing many common probability distributions and their properties including, pdf, cdf, moments, random variate generation, etc. Introduction to stochastic analysis applied to finance, option pricing and risk management. An online course by Wlodzimierz Bryc in DVI, PS and HTML format. 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.