An Introduction To Measure And Integration

Starts with the historical development of the notion of the integral and a review of Riemann integral. From there the reader is led to the consideration of the ... » 

Starts with the historical development of the notion of the integral and a review of Riemann integral. From there the reader is led to the consideration of the Lebesgue integral, where abstract integration is developed via measure theory. The important basic topics are all covered: the Fundamental Theorem of Calculus, Fubini's Theorem, the Radon-Nikodym Theorem, and so on. «