What would a textbook on measure theory be called?

[gummz]

I was quite distraught knowing that chegg.com has no textbook solutions for "measure theory" even though it has four for abstract algebra. Could it be that the textbooks are called something else?

 

[S.G. Janssens]

You could look for phrases like: (introduction to) measure theory, measure and integration, real analysis and combinations thereof. Most intermediate and advanced textbooks on probability start with a longer or shorter discussion of measure theory and measure-theoretic probability. The scope and accents of the treatments may vary between books, of course.

Recently I heard good things about Measures, Integrals and Martingales by R. L. Schilling, but there are lots of other worthy titles.

 

[The Bill]

Another keyword to look for in introductory texts is "Lebesgue."

For example, I've found "An Introduction to Lebesgue Integration and Fourier Series" by Wilcox and Myers to be a nice primer on the basics of measure theory.

Krylov's mentioned probability textbooks. Rosenthal's "First Look at Rigorous Probability Theory" 2nd Edition is also a nice place to start, if you like probability.