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Stochastic Calculus
A fairly complete elementary introduction to the basics of stochastic integration with respect to continuous semimartingales by Alan Bain. All the theory usually needed for basic mathematical finance. Sixty pages in DVI, postscript, and PDF.
http://www.chiark.greenend.org.uk/~alanb/
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Open Math Text Lecture Notes
Lecture notes on various topics (English and Spanish) in Word and PDF format.
http://openmathtext.org/downloads.html
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Entropy of Compact Group Automorphisms
Lecture notes based on a course at Ohio State in 1994 by Thomas Ward in DVI and PostScript.
http://www.mth.uea.ac.uk/~h720/lecturenotes/
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Mathematical Methods of Engineering Analysis
Book by Erhan Çinlar and Robert J. Vanderbei. Topics covered: functions on metric spaces, differential and integral equations, convex analysis, and measure and integration.
http://www.princeton.edu/~rvdb/506book/book.pdf
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Complex-Analytic Geometry of Complex Parallelizable Manifolds
Monograph by Jörg Winkelmann.
http://www.iecn.u-nancy.fr/~winkelma/mirror/unibas/cplx/papers/gca.html
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Linear Partial Differential Equations and Fourier Theory
Complete textbook by Marcus Pivato on the solutions of linear partial differential equations, with emphasis on eigenfunction methods (and hence, Fourier analysis). Lots of pictures.
http://xaravve.trentu.ca/pde.pdf
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Voting, Arbitration & Fair Division: Mathematics of Social Choice
An introduction to `social choice theory', which uses mathematics to study the strengths/weaknesses of voting systems, arbitration schemes, and other methods of group decision making. Lots of pictures, requires only basic linear algebra. Author: Marcus P
http://xaravve.trentu.ca/pivato/Teaching/voting.pdf
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The FEMCI Book
Finite Element Modeling Continuous Improvement. A web text by Ryan Simmons.
http://femci.gsfc.nasa.gov/femcibook.html
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Finite Applied Associative Algebra (semigroups) & Digital Networks
A compendium of papers by Nico F. Benschop on abstract algebra, number theory, computer science and physics.
http://home.claranet.nl/users/benschop/
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Lecture notes by László Lovász
Discrete mathematics topics in Postscript. Includes "Discrete Mathematics", "Semidefinite optimization", "Topological methods in combinatorics", and "Complexity of algorithms".
http://www.cs.elte.hu/~lovasz/notes.html
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