Overview
A measure space is a a set {% \Omega %} together with a set of subsets of {% \Omega %}, here denoted as {% F %} such that each element of {% F %} is measurable. In addition, a measure which assigns a value to each element of {% F %} is attached to the measure space.
Probability Space
A probability space is a measure space where the measure of the entire sample space {% \Omega %} is equal to 1.