1. M. Capinski & E. Kopp, Measure, Integral and Probability (Second Edition, Springer, 2004).
  2. F. Jones, Lebesgue Integration on Euclidean Space (Second Edition, Jones & Bartlett, 2000).
Further Reading:
  1. D. S. Kurtz & C. W. Swartz, Theories of Integration (Series in Real Analysis Vol.9, World Scientific, 2004).
  2. H. A. Priestley, Introduction to Integration (OUP 1997). [Useful for worked examples, although adopts a different approach to construction of the integral].
  3. H. L. Royden, Real Analysis (various editions; 4th edition has P. Fitzpatrick as co author).
  4. E. M. Stein & R. Shakarchi, Real Analysis: Measure Theory, Integration and Hilbert Spaces (Princeton Lectures in Analysis III, Princeton University Press,2005).
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