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This is a very vague question.

I am looking for an "EGA" type of reference for probability theory. This means (among other things) that I'm looking for a text which develops the theory "abstractly".

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    This might be of help: https://mathoverflow.net/questions/20740/is-there-an-introduction-to-probability-theory-from-a-structuralist-categorical – Michael Greinecker Dec 11 '17 at 13:41
  • Do you already know the books of Dellacherie and Meyer: Probabilités et potentiel? – Tsk Dec 14 '17 at 08:05

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