This approach can be found in most treatments of measure and integration, such as Royden (1988). Royden, H. L. (1988). Real analysis (Third ed.). New York: Macmillan Publishing Company. pp. xx+444. ISBN0-02-404151-3. MR1013117.
Rudin 1966 Rudin, Walter (1966). Real and complex analysis. New York: McGraw-Hill Book Co. pp. xi+412. MR0210528. Known as Big Rudin. A complete and careful presentation of the theory. Good presentation of the Riesz extension theorems. However, there is a minor flaw (in the first edition) in the proof of one of the extension theorems, the discovery of which constitutes exercise 21 of Chapter 2.
Folland 1999 Folland, Gerald B. (1999). Real analysis: Modern techniques and their applications. Pure and Applied Mathematics (New York) (Second ed.). New York: John Wiley & Sons Inc. xvi+386. ISBN0-471-31716-0. MR1681462.
Bourbaki 2004. Bourbaki, Nicolas (2004). Integration. I. Chapters 1–6. Translated from the 1959, 1965 and 1967 French originals by Sterling K. Berberian. Elements of Mathematics (Berlin). Berlin: Springer-Verlag. xvi+472. ISBN3-540-41129-1. MR2018901.