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The common part of the usual methods (catch words: Carath\u00e9odory, Bourbaki, Daniel) consists of obtaining somehow a space B of basic functions on a set S, together with a positive linear functional I on B that has a certain continuity property. Then one enlarges B to a complete space L, and extends I to a positive linear functional (again denoted by I) on L. In the situation thus obtained, denoted symbolically by L(L,I) or L, one has Lebesgue's dominated convergence theorem, which is really at the heart of any theory of integration.    The book is divided into seven chapters. Chapter 0 contains some preliminary material. In Chapter 1 the stations of the circle line are developed, the connections between stations are described. In Chapter 2, the theory of integration is further developed; one meets measurability, \\(L^ p\\)-spaces and local null functions. The Chapter 3 is devoted to integration on measure spaces. 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