Davies B. Integral Transforms and their Applications 3ed 2002
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From the reviews: Extremely well-written and a joy to read. Whether the reader is seeking a useful text for a graduate course or a valuable reference on integral transforms, I would highly recommend Brian Davies' book.
A testament to the quality and usefulness of this monograph is that a third edition has now appeared. In addition to the material previously included, there have been significant extensions in some of the topics. The writing style and the overall structure of the presentation have been modified and, as a consequence, the current edition is extremely well-written and a joy to read.
In its present third edition this well known work has undergone considerable reconstruction or augmentation. Due to the general character of this volume, the many examples worked out or provided, this volume will be of use to readers intending to make actual use of integral transforms