A counterexample for the change of variable formula in KH integrals
If \(F(x)\) and \(\psi(x)\) are Riemann integrals of the form \(\int^x_b f\,dx\) and \(\int^x_b \psi\,dx\), resp. then \(\psi\,f\circ\psi\), if defined, is Riemann integrable. Furthermore, the change of variable formula applies, giving NEWLINE\[NEWLINE\int^x_b \psi\,f\circ\psi\,dx= F(\psi(x))- F(\psi(b)).NEWLINE\]NEWLINE The author generalizes this theorem to the Kurzweil-Henstock (KH) integral; in other words, assuming that \(F\) and \(\psi\) are KH integrals of \(f\) and \(\psi\), resp. one would expect that \(\psi\,f\circ\psi\) be KH integrable.NEWLINENEWLINE The author proves that this is false, and produces a composition of two absolutely continuous functions that does not need to be ACG.
- Change of variable theorems for the KH integral
- Change of variable in Kurzweil-Henstock Stieltjes integrals
- scientific article; zbMATH DE number 1329847
- A multidimensional integration by parts formula for the Henstock-Kurzweil integral.
- Obtaining a function of bounded coarse variation by a change of variable
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