- Introduction to Probability and Statistics Using R (First Edition) by G. Jay Kerns
- Introduction to Probability, by Charles Grinstead & J. Laurie Snell
- Probability.Net Tutorials by Noel Vaillant
- Probability Theory: The Logic of Science, by Edwin Thompson Jaynes
- Probability Theory As Extended Logic collection of articles and books by Larry Bretthorst
- Introduction to Probability, by Oliver Knill
- Probability Theory As Extended Logic Comprises many documents!
- Random Walks and Diffusion Lecture Notes by Martin Z. Bazant
- Reversible Markov Chains and Random Walks on Graphs by Aldous and Fill (monograph in preparation)
- Notes on probability theory by H. W. Lenstra
- An introduction to stochastic differential equations - Lawrence Craig Evans
- Stochastic Calculus Notes by Alan Bain
- Probability Theory by S.R.S.Varadhan
- Statistics by S.R.S.Varadhan
- Stochastic Processes by S.R.S.Varadhan
- Lectures on Stochastic Analysis by Thomas G.Kurtz
- Stochastic Integration and Stochastic Differential Equations by Klaus Bichteler