This book giving an exposition of the foundations of modern measure theory offers three levels of a standard university graduate course, an advanced study containing some complements to the basic course, and, finally, more specialized topics partly covered by more than 850 exercises with detailed hints and references. Bibliographical comments and an extensive bibliography with 2000 works covering more than a century are provided.
A probability votary might assert that one shouldn't think about the objects that do not explicitly appear in probability theory. Bogachev covers both more things than other books I have seen and gives more detailed proofs.