Online Math: Probability
Alexandre Stefanov long maintained a list of
online math texts and other materials at Geocities, but it appears
that his original web site is no longer available.
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.
We welcome corrections or suggested additions to this list.
See also Math on the Web, compiled by the American Mathematical Society, for more online math resources.
Topics include the following:


 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
