This book arose from a course taught for several years at the Univer- sity of Evry-Val d'Essonne. It is meant primarily for graduate students in mathematics. To make it into a useful tool, appropriate to their knowl- edge level, prerequisites have been reduced to a minimum: essentially, basic concepts of topology of metric spaces and in particular of normed spaces (convergence of sequences, continuity, compactness, completeness), of "ab- stract" integration...