Reader-friendly Introduction to the Measure Theory

Reader-friendly Introduction to the Measure Theory
by Vasily Nekrasov

Publisher: Yetanotherquant.de 2009

Description:
This is a very clear and user-friendly introduction to the Lebesgue measure theory. The fundamental ideas of the Lebesgue measure are discussed comprehensively, so after reading these notes, you will be able to read any book on Real Analysis and will easily understand Lebesgue integral and other advanced topics.