Probability Theory: A Comprehensive Course (Universitext)
From the reviews:"The book is indeed comprehensive, consisting of 26 chapters on different topics. … can be well used as a reference book on a wide range of topics. The target audience is researchers and graduate students … . Numerous advanced topics are included, so that the book is more inclusive … . There is more than enough material for a two-semester course here. … the book will primarily be used as a reference book. For that purpose, it is a rich and relatively inexpensive choice." (Miklós Bóna, MathDL, January, 2008)"This book of over 600 pages gives a self-contained presentation of modern probability theory. It is based on courses on advanced probability given by the author. … Most of the proofs are well detailed. … This book will be helpful for graduate students in mathematics … and for researchers in mathematics or theoretical physics." (Sophie Lemaire, Mathematical Reviews, Issue 2009 f)