Amazon.com: Foundations of Modern Probability: Books: Olav Kallenberg

Real Analysis and Probability by R. M. Dudley
Foundations of Modern Probability by Olav Kallenberg
Markov Processes from K. Ito's Perspective (AM-155) (Annals of Mathematics Studies) by Daniel W. Stroock
An Introduction to Markov Processes (Graduate Texts in Mathematics) by Daniel W. Stroock
Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library) by L. C. G. Rogers
Probability Theory, an Analytic View (Hardcover)by Daniel W. Stroock