Quadrature formulas for the generalized Riemann-Stieltjes integral (Q2641607)

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scientific article; zbMATH DE number 5181349
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    Quadrature formulas for the generalized Riemann-Stieltjes integral
    scientific article; zbMATH DE number 5181349

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      Quadrature formulas for the generalized Riemann-Stieltjes integral (English)
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      20 August 2007
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      The paper relates to one of the important branches of numerical analyses. It proposes to use quadrature formulas for the calculation of the generalized Rieman-Stieltjes integral [see \textit{M. Zähle}, Probab. Theory Relat. Fields 111, No. 3, 333--374 (1998; Zbl 0918.60037)]. The author obtains quadrature analogous to Newton-Cotes formulas for 2 and 3 nodes of interpolation. She gets two theorems for 2 and 3 nodes of interpolation to estimate a modulo of difference between the integral and quadrature formula. It is assumed that the integrable functions and measures are continuous in the sense of Hölder.
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      quadrature formula
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      Riemann-Stieltjes integral
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      Hölder continuous
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      Newton-Cotes formulas
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