Hey I am looking for a book about probability theory with as much as possible examples with conditional expectation and filtrations. What do you recommend?
You may use the following references:
$1.~~$ "Probability: Theory and Examples" by Rick Durrett (Cambridge University Press)
$2.~~$ "Probability and Statistics" by Michael J. Evans & Jefrey S. Rosenthal
$3.~~$ "Probability and Random Processes" by Geoffrey R. Grimmett & David R. Stirzaker (Oxford University Press)
$4.~~$ "Probability Theory, A Comprehensive Course" by Achim Klenke (Springer)