Alexandre Stefanov has long maintained a list of online math texts and other materials at Geocities; this material has now been moved to 110MB Hosting. Because these resources may be of interest to our readers, we present here a modified version of Stefanov's list as of November 18, 2009.

• 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
• 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)
• An Invitation to Sample Paths of Brownian Motion
• Notes on probability theory, by H. W. Lenstra
• An introduction to stochastic differential equations - Lawrence Craig Evans
• Stochastic Calculus, by Alan Bain
• Probability Theory, by S.R.S.Varadhan
• Statistics, by S.R.S.Varadhan
• Stochastic Processes, by S.R.S.Varadhan
• Stochastic Differential Equations, by Thomas G.Kurtz
• Stochastic Integration and Stochastic Differential Equations, by Klaus Bichteler
• Probability, Random Processes, and Ergodic Properties, by R.M. Gray
• Markov Chains and Stochastic Stability, by S.P. Meyn and R.L. Tweedie