Classical probability --
Bernoulli trials --
Measure theory --
Integration --
Product spaces --
Independence --
The central limit theorem --
Martingales --
Brownian motion --
Terminus : stochastic integration.

This is a textbook for a one-semester graduate course in measure-theoretic probability theory, but with ample material to cover an ordinary year-long course at a more leisurely pace. Khoshnevisan's approach is to develop the ideas that are absolutely central to modern probability theory, and to showcase them by presenting their various applications. As a result, a few of the familiar topics are replaced by