Lebesgue-Stieltjes Integral (Q7361720)
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AFP entry Lebesgue_Stieltjes_Integral
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lebesgue-Stieltjes Integral |
AFP entry Lebesgue_Stieltjes_Integral |
Statements
4 March 2026
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Yosuke Ito
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Lebesgue-Stieltjes Integral (English)
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This entry formalizes some basic facts and lemmas relating to the integration with respect to the Lebesgue-Stieltjes measure (interval measure). It includes the well-known formula to calculate the Lebesgue-Stieltjes integral: \[ \int g(x) \, dF(x) = \int g(x) F'(x) \, dx. \]
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