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If the focus is on measures on $R^n$, \mathbb{R}^n$, Measure theory and fine properties of functions by Lawrence C. Evans and Ronald F. Gariepy. Otherwise Linear Operators. Part I: General Theory by Nelson Dunford and Jacob T. Schwartz, chapter 'Integration and Set Functions'.

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If the focus is on measures on $R^n$, Measure theory and fine properties of functions by Lawrence C. Evans and Ronald F. Gariepy. Otherwise Linear Operators. Part I: General Theory by Nelson Dunford and Jacob T. Schwartz, chapter 'Integration and Set Functions'.