Suggested textbooks

Gut, A. Probability: A Graduate Course, 2nd Edition, Springer, 2013
ISBN-10: 1461447070
or
Rosenthal, J. A First Look at Rigorous Probability Theory 2nd Edition, World Scientific Publishing Company, 2006
ISBN-10: 9812703713
or
Jacod, J. and Protter, P. Probability Essentials 2nd Edition, Springer, 2013
ISBN-10: 3540438718