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The integration of functions of a single variable
G. H. Hardy
Elements of the theory of functions and functional analysis, by A.N. Kolmogorov and S.V. Fomin
Andrei Nikolaevich Kolmogorov
Real Analysis
H. L. Royden
Introduction to infinitesimal analysis
Veblen, Oswald
Real analysis and probability
R. M. Dudley
Introduction to real analysis
Manfred Stoll
Mark Bridger
Characteristic functions
Eugene Lukacs
Iterative functional equations
Marek Kuczma