Hi, I am looking for a book for studying probability theory using measure theory. This is the first course I am taking of probability. Notions and theorems from measure theory are part of this course. As it turns out, this is a catastrophic disaster, and the textbook for this course is also not helping a lot(and doesn't even use measure theory). Therefore I need a recommendation on a book that develops the theory of probability using measure theory, and if it is possible, suitable for self study. Thank you.