Πρότυπο:MAE717-Biblio
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- David Williams, Probability with Martingales of Cambridge Mathematical Textbooks, Cambridge University Press, 1990.
- S.R.S. Varadhan, Probability Theory volume 7 of Courant Lecture Notes in Mathematics, American Mathematical Society, 2001.
- R.M. Dudley, Real Analysis and Probability volume 74 of Cambridge studies in advanced mathematics, Cambridge University Press, 2002.
- Heinz Bauer, Probability Theory and Elements of Measure Theory, 2nd edition, Probability and Mathematical Statistics, Academic Press, 1997.
- Heinz Bauer, Probability Theory, Philosophie Und Wissenschaft (de Gruyter Studies in Mathematics), 1996.
- B. Fristedt and L. Gray, A Modern Approach to Probability Theory, Probability and Its Applications, Birkhauser, 1997.