Measure Theory – Exercises with Solutions

measure-theoryreference-request

Where can I find a nice collection of solved exercises on Elementary Measure Theory? (Rings, algebras, $\sigma$-algebras, Borel sets, measures, outer measures, Lebesgue measure, measurable functions, Borel functions, etc.)

Best Answer

  1. René Schilling: Measures, Integrals and Martingales. There is a solution manual available on the web with full solutions to all exercises. The book does not only cover elementary measure theory, but further topics in measure/probability theory.
  2. Claude George: Exercises in Integration. This is a problem book on measure theory; solutions to the exercises are included in the book (table of contents).