The book is very comprehensive and is recommended to anyone interested in themore mathematical aspects of probability theory. It is written with extremecare and... » 

The book is very comprehensive and is recommended to anyone interested in themore mathematical aspects of probability theory. It is written with extremecare and will remain one of the basic references in this field for a long timeto come. I would say that this is the best book for all those who areinterested in pure and applied probability theory. Acta ApplicandaeMathematicae 21 1990 «