Phil Pollett's student pages - Courses in probability theory and stochastic processes. Probability Abstract Service - Research paper abstracts. 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. 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. 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. An online course by Marcus Pivato. Also covers discrete-time Markov processes, Brownian motions, Levy and Poisson processes.