Online videos on Measure theory.

online-resources education measure-theory

Solution 1:

You might want to take a look at this. And here are some lecture notes (no video) you might find useful.

Solution 2:

This link is useful also. One complete video course is there.

http://nptel.ac.in/courses/111101005/

Solution 3:

I'm not sure how much of the subject you know already, but mathematicalmonk's youtube channel has some nice videos introducing the subject and moving into a proper treatment of probability.

Solution 4:

Maybe this link is also of interest in relation to the question http://www.youtube.com/playlist?list=PLD4489A54EA4C7C1D

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