1. H.Bauer, Wahrscheinlichkeitstheorie. 4th ed. de Gruyter 1991, English translation 1996.
2. N.Bourbaki, Intégration, Chap.IX. Hermann 1969.
3. N.Bourbaki, Théorie des Ensembles. Hermann 1970.
4. C.Dellacherie and P.A.Meyer, Probability and Potential. North-Holland 1978.
5. D.H.Fremlin, Measure Theory. Vol.1-3 Torres Fremlin 2000-2002, Vol.4 Preprint (in the references the first digit of an item indicates its volume). http://www.essex.ac. uk/maths/staff/fremlin/mt.htm.