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R.B. Ash Probability and Measure Theory
P. Billingsley Probability and Measure
N. Dinculeanu Vector measures
C.A Doleans-Dade Probability and Measure Theory
R.M. Dudley Real Analysis and Probability
P.R. Halmos Measure Theory
T.W. Ma Banach Hilbert Spaces, Vector Measures, Group Rep.
P. Malliavin Integration and Probability
W. Rudin Real and Complex Analysis
M. Simonet Measures and Probabilities

D.W.

Stroock A Concise Introduction to the Theory of Integration
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