References for a second course in probability theory

Question

I need a probability book that treats all the arguments from the point of view of the measure theory and the Lebesgue integral. I've the basis of "naive" probability theory and of measure theory so I want to improve my knowledge. Clearly I want to learn something about stochastic processes.

Thanks in advance.

Answer 1

I'm using this two books, probability: theory and examples of durret and probability and measure of Billingsley.