Transformations of Lebesgue-Stieltjes integrals

DOI10.1006/JMAA.1997.5213MaRDI QIDQ1353714zbMATH OpenOpenAlexFDO

Authors Benjamin B. Winter

Publication date 29 April 1997

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.1997.5213

zbMATH Keywords

Lebesgue-Stieltjes integrals

Mathematics Subject Classification ID

Integrals of Riemann, Stieltjes and Lebesgue type (26A42)

Review text

The author discusses the formula \(\int^b_a f(x)d\alpha(x)= \int^{\alpha(b)}_{\alpha(a)} g(t)dt\) for suitable functions \(f\), \(\alpha\) and \(g\) obtained therefrom.

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• Martingales and Stochastic Integrals
• Nonparametric Statistical Data Modeling

Cited in

(9)

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• Existence and uniqueness of solution for Stieltjes differential equations with several derivators
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• Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
• ON LEBESGUE NONLINEAR TRANSFORMATIONS
• Preservation properties by Bernstein-type operators. A probabilistic approach
• On quadruplets of nonadditive integrals
• Improved robust price bounds for multi-asset derivatives under market-implied dependence information

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