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I will start studying "measure theory" in a self-taught way.

I would like to know if you could recommend some books?

I was thinking of starting to study with: "Kesavan, S. (2019). Measure and integration. (First Edition). Singapore "

My study methodology is a theoretical book + a book with many problems to solve.

Thanks so much!

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    https://mathoverflow.net/questions/11591/suggestions-for-a-good-measure-theory-book – Jan Sep 05 '20 at 20:37

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Since you are going to study on your own, it is better to look at several books and find the one that seems more understandable to yourself. Based on this, I propose several books - they are all searched in net and can be downloaded

  1. Donald L. Cohn (auth.) - Measure Theory
  2. Halmos P.R. - Measure Theory
  3. J. L. Doob (auth.) - Measure Theory
  4. Elias M. Stein, Rami Shakarchi - Real analysis_ measure theory, integration, and Hilbert spaces
  5. Richard L. Wheeden, Antoni Zygmund - Measure and Integral_ An Introduction to Real Analysis
  6. Sheldon Axler - Measure, Integration & Real Analysis
  7. D.H. Fremlin - Measure theory (5 volumes)
  8. Makarov_-_Lektsii_Po_Veschestvennomu_Analizu (Ru)
  9. J Yeh - Real Analysis _ Theory of Measure and Integration
Sheldon Axler
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zkutch
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    Maybe also Oxtoby, Measure and category and Billingsey, Probability and measure. – tomasz Sep 05 '20 at 20:51
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    The electronic version of my book Measure, Integration & Real Analysis is legally available for free at http://measure.axler.net/. This book has been published in Springer's Gradate Texts in Mathematics series as an Open Access book. – Sheldon Axler Sep 06 '20 at 00:14
  • @Sheldon Axler. Thanks. It's very nice from you to have it on free download. Added it to my library. I'll look it, but meanwhile let me say, that I am very jealous of that you knew Paul Halmos. I began to study the theory of measure from his book and still consider it one of the best. – zkutch Sep 06 '20 at 01:24