A clear reference on regular conditional distributions? I've been trying to learn about regular conditional distributions from Klenke's book on probability theory, but I'm incredibly confused. I looked at Durrett's book, but his chapter on regular conditional distributions is short and lacks examples. Does anyone know of another reference that is gentle and gives many examples? It would be great if it also included a treatment of the Borel-Kolmogorov paradox, but perhaps that is too much to ask. 
I am not familiar with the probability literature, so perhaps this is an easy question and another standard textbook gives a good treatment. If so, I welcome that as an answer! 

David Williams, Probability with Martingales. About 250 pages in A5 format (and not in small print), exercises included, extremely congenial.
