STA 205 - Probability and Measure Theory
Textbooks
Chung, Kai Lai, A First Course in Probability Theory. 3/e,
Elsevier (Academic Press).
Billingsley, P., Probability & Measure, 3/e, John Wiley & Sons.
Other good probability books
Ash, R.B., and Doleans-Dade, C.A. (2000), Probability &
Measure Theory, 2/e, Academic Press.
Breiman, L. (1992), Probability, Society for Industrial
and Applied Mathematics.
Chow, Y.S., and Teicher, H. (1988), Probability Theory:
Independence, Interchangeability, Martingales, 2/e,
Springer Verlag.
Resnick, S.I. (2001), A Probability Path, Birkhäuser.
De Finetti, B. (1974,5), Theory of Probability
(two volumes), John Wiley & Sons.
Dudley, R.M. (1989), Real Analysis and Probability,
Wadsworth & Brooks/Cole Advanced Books & Software.
Durrett, R. (1991), Probability: Theory and Examples, 3/e,
Wadsworth & Brooks/Cole Advanced Books & Software.
Feller, W. (1968), An Introduction to Probability Theory and
Its Applications, Vol. I, 3/e, John Wiley & Sons.
Feller, W. (1971), An Introduction to Probability Theory and
Its Applications, Vol. II, 2/e, John Wiley & Sons.
Fristedt, B., and Gray, L. (1997), A Modern Approach to
Probability Theory, Birkhäuser.
Grimmett, G., and Stirzaker, D., Probability and Random
Processes, 3/e, Oxford University Press.
Kolmogorov, A.N. (1956), Foundations of the Theory of
Probability, Chelsea, New York.
Loève, M. (1963), Probability Theory, 3/e,
Van Nostrand-Reinhold.
Rogers, L.C.G. and Williams, D. (1990), Diffusions, Markov
Processes, and Martingales, 2/e
(two volumes), Cambridge University Press.
Shiryaev, A.N. (1996), Probability, 2/e
(translated from Russian, orig. 1989), Springer Verlag.
Williams, D. (1991), Probability with Martingales,
Cambridge University Press.