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).
  5. R. L. Schilling, Measures, Integrals and Martingales (CUP first ed. 2005, or second ed. 2017).
Last modified: Tuesday, 14 March 2023, 7:45 PM