I'm undergraduate student in probability theory (and its applications). There are lots of different and definitely good text on standard, functional analysisbased approach, but I'm interested in alternative approaches  maybe, some more algebraic variants. Could you name some ideas/papers/texts about this? I'm especially interested in the ones those can be used in applied problems (such as financial mathematics or something). I've surely saw some approaches in Wikipedia, but I have absolutely no idea of using them in practical problems.
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Yuri, you may have a look at the introductory probability book by Henk Tijms, Understanding Probability. An excellent book having the nice feature that simulation is used throughout to develop probabilistic intuition. 

