Probability Theory: Independence, Interchangeability, Martingales (1997)Paperback - 1997, 17 October 2003

This is a classic text comprising the major theorems of probability theory and the measure theoretical foundations of the subject. The main topics treated are independence, interchangeability, and martingales; particular emphasis is placed upon stopping times, both as tools in proving theorems and as objects of interest themselves. No prior knowledge of measure theory is assumed and a unique feature of the book is the combined presentation of measure and probability.