On integration by parts for Stieltjes-type integrals of Banach space-valued functions (Q1772939)

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On integration by parts for Stieltjes-type integrals of Banach space-valued functions
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    On integration by parts for Stieltjes-type integrals of Banach space-valued functions (English)
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    22 April 2005
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    In the paper integration by parts for several generalizations of the Riemann-Stieltjes integral are discussed. The author recalls known formulae for Stieltjes type integration of real functions starting with Pollard type integrals and finishing with variational and gauge integrals. Given three Banach spaces \(X,Y\) and \(Z\) and a bilinear mapping \(\bullet:X\times{Y}\to{Z}\) such that \(\| x\bullet{y}\| \leq\| x\| \| y\| \) for all \(x\in{X},y\in{Y},z\in{Z}\), the author formulates new results for the Henstock-Stieltjes type integration. The general form of the formula of integration by parts is the following: \[ \int_a^bf\bullet{dg}+\int_a^bdf\bullet{g}=f(b)\bullet{g(b)}-f(a)\bullet{g(a)}+c(f,g), \] where (depending on the assumptions on functions \(f:[a,b]\to{X},\;g:[a,b]\to{Y}\)) the summand \(c(f,g)\) depends in a simple way on the jumps of \(f\) and \(g\) at \(a\) and \(b\), provided one of the integrals exists. More detailed review would require formulating of several definitions.
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    integration by parts
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    Stieltjes integral
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    Pollard integral
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    Young integral
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    weighted integrals
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    Henstock integrals
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