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Integration Theory Lecture notes
This note introduces the concepts of measures, measurable functions and Lebesgue integrals. Topics covered includes: Measurable functions / random variables , Dynkin’s Lemma and the Uniqueness Theorem, Borel-Cantelli’s First Lemma, Independent random variables, Kolmogorov’s 0-1-law, Integration of nonnegative functions , Jordan-Hahn Decompositions, The Lebesgue-Radon-Nikodym Theorem, The law of large numbers.
Author(s): Johan Jonasson
71 Pages 
Integral Calculus Miguel A. Lerma
The contents of this book include: Integrals, Applications of Integration, Differential Equations, Infinite Sequences and Series, Hyperbolic Functions, Various Formulas, Table of Integrals.
Author(s): Miguel A. Lerma
120 Pages
This graduate-level lecture note covers Lebesgue's integration theory with applications to analysis, including an introduction to convolution and the Fourier transform.
Author(s): Prof. Jeff Viaclovsky
NA Pages
This book covers the following topics: Fundamental integration formulae, Integration by substitution, Integration by parts, Integration by partial fractions, Definite Integration as the limit of a sum, Properties of definite Integrals, differential equations and Homogeneous differential equations.
Author(s): Deepak Bhardwaj
NA Pages
This lecture note explains the following topics: The integral: properties and construction, Function spaces, Probability, Random walk and martingales, Radon integrals.
Author(s): William G. Faris
72 Pages