Good book on integral calculus (improper integrals, integrals with parameters, special functions)

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Can you recommend a good book (with theoretical results with proofs, and with plenty of solved problems and examples) on the topics of improper integrals, (improper) integrals with parameters, special functions (Beta, Gamma, ...)?

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I like Hildebrand's 'Advanced Calculus for Applications'. It has many applications of special functions for differential equations and shows how to use them to solve problems.

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You may have a look at the affordable and accessible Schaum's Outline of Advanced Calculus. Not too much advanced :)