„This book is a rather comfortable probability path leading from fundamental notions of measure theory and probability theory to martingale theory, since fundamental concepts and basic theorems are always illustrated by important examples and results of additional theoretical value.“   —Statistics & Decision

„This textbook offers material for a one-semester course in probability, addressed to students whose primary focus is not necessarily mathematics... Each chapter is completed by an exercises section. Carefully selected examples enlighten the reader in many situations. The book is an excellent introduction to probability and its applications.“ --- Revue Roumaine de Mathématiques Pures et Appliquées