ADDITIONAL BIBLIOGRAPHY

DE BARRA, G. Introduction to Measure Theory. New York: Van Nostrand Reinhold Company, 1974.

***This is a very nice book containing a large number of examples and problems

GELBAUM, B.R. and OLMSTED, J.M.H. Counterexamples in Analysis. San Francisco: Holden-Day, Inc., 1965.

GORDON, R.A. The Integrals of Lebesgue, Denjoy, Perron, and Henstock. Graduate Studies in Mathematics, Vol. 4. Providence, Rhode Island: American Mathematical Society, 1994.

***** An excellent book !

KOLMOGOROV, A.N. and FOMIN, S.V. Elements of the Theory of Functions and Functional Analysis. Volume 2: Measure. The Lebesgue Integral. Hilbert Space. Translated from the First (1960) Russian Edition by H. Kamel and H. Komm. Albany, New York: Graylock Press, 1961.

KOLMOGOROV, A.N. and FOMIN, S.V. Introductory Real Analysis. Revised English Edition Translated and Edited by R.A. Silverman. New York: Dover Publications, Inc., 1975.

MAURIN, K. Analysis. Part I: Elements. Dordrecht: D. Reidel Publishing Company/ Warsaw: PWN-Polish Scientific Publishers, 1976.

In this book you can find some basics (in particular equivalence relations). 

OXTOBY, J.C. Measure and Category. A Survey of the Analogies between Topological and Measure Spaces. New York: Springer-Verlag, 1971.

Very nice book (but requires much more knowledge). You can try it in a future.

PESIN, I.N. Classical and Modern Integration Theories. Translated and Edited by S. Kotz. New York: Academic Press, 1970.

Contains a lot about the history of the subject.

SAKS, S. Theory of the Integral. Second Revised Edition. Monografie Matematyczne, Tom VII. English Translation by L.C. Young, with Two Additional Notes by S. Banach. New York: Hafner Publishing Company, 1937.

This is one of the classics in the subject. (But may be not easy for the first reading.)

SHILOV, G.E. and GUREVICH, B.L. Integral, Measure and Derivative: A Unified Approach. Revised English Edition, Translated and Edited by R.A. Silverman.

New York: Dover Publications, Inc., 1977.

WEIR, A.J. General Integration and Measure. Cambridge University Press, 1974.