Here you can find lists of great Probability books are or have been used to teach courses at EPFL.
By: Sheldon Ross
By: Sheldon M Ross, Erol A Pekoz
By: Jeffrey S Rosenthal
By: Geoffrey R. Grimmett, David R. Stirzaker
By: Rick Durrett
By: Dimitri P. Bertsekas, John N. Tsitsiklis
By: Albert N. Shiryaev, Dmitry M. Chibisov