Real and Functional Analysis (Graduate Texts in Mathematics, No 142)

Rating:
Summary: Overall, A Good Book
Review: I've read several analysis books and this is one of the better ones that I have read. It covers a variety of interesting and useful topics and the exposition is clear. It's presentation is a bit more abstract than some others starting with some functional-analytic concepts before doing integration in that framework. However, if you want to study stochastic analysis, getting in this frame of mind will definitely help your understanding of stochastic integration. For a truly thorough understaning of the subject, I recommend purchasing this book as well as the somewhat easier "Lebesgue Integration on Euclidean Space" by Frank Jones - the two together cost about the same as Royden, Rudin, or the terrible book by Aliprantis.