I am from mathematical background, and I always hated the way they teach elementary probability theory in schools without giving any clue about measure theory.
I want a theoretical book in probability theory, which starts with measure theory and defines everything in mathematical terms. I am also not looking for a measure theory book. If there is such a book that instead of giving only an intuitive introduction to probability theory, it rather defines everything in details, I would be really grateful to know it.
I would be happy to hear about any reading experience. Being exact in mathematical language and maybe exercises.
Thanks a lot.