"This is a very attractive textbook Unusual in many respects, [it] fully achieves its goal, a one-semester, concise but logically complete treatment of abstract integration. It is remarkable that [the author] has accomplished so much in so short a compass."

- Mathematical Reviews (review of the first edition)

"A number of valuable applications and a good collection of problems... A very interesting, well-informed book which draws on recent approaches not found in several commonly used texts."

- Zentralblatt Math (review of the second edition)

"The author succeeded in choosing the right level of generality and showed how a good combination of a measure and integration course and advanced calculus can be done. Strongly recommended to students as well as to teachers."

- EMS Newsletter (review of the second edition)

"...the author is a distinguished probabilist/analyst who has made seminal contributions to the interface of probability theory with PDEs/harmonic analysis/functional analysis; the flavor of all these subjects is brought out in the book, especially in chapters V-VII...[the] book can be highly rewarding, serving as a launching pad for an intensive study of any branch of analysis including probability theory."

--Current Science (review of the third edition)