The mathematical theory of how to perform Integration in arbitrary Measure Spaces.
See also Cantor Set, Fractal, Integral, Measurable Function, Measurable Set, Measurable Space, Measure, Measure Space
References
Measure Theory
Doob, J. L. Measure Theory. New York: Springer-Verlag, 1994.
Evans, L. C. and Gariepy, R. F. Measure Theory and Finite Properties of Functions. Boca Raton, FL: CRC Press, 1992.
Gordon, R. A. The Integrals of Lebesgue, Denjoy, Perron, and Henstock. Providence, RI: Amer. Math. Soc., 1994.
Halmos, P. R. Measure Theory. New York: Springer-Verlag, 1974.
Henstock, R. The General Theory of Integration. Oxford, England: Clarendon Press, 1991.
Kestelman, H. Modern Theories of Integration, 2nd rev. ed. New York: Dover, 1960.
Rao, M. M. Measure Theory And Integration. New York: Wiley, 1987.
Strook, D. W. A Concise Introduction to the Theory of Integration, 2nd ed. Boston, MA: Birkhäuser, 1994.