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Название: The Stieltjes Integral
Автор: Convertito G., Cruz-Uribe D.
Издательство:Boca Raton: CRC Press/Chapman & Hall
Год: 2023
Формат:PDF
Страниц: 269
Размер: 10,5 МБ
Язык: English
The Stieltjes Integral provides a detailed, rigorous treatment of the Stieltjes integral. This integral is a generalization of the Riemann and Darboux integrals of calculus and undergraduate analysis and can serve as a bridge between classical and modern analysis. It has applications in many areas, including number theory, statistics, physics, and finance. It begins with the Darboux integral, builds the theory of functions of bounded variation, and then develops the Stieltjes integral. It culminates with a proof of the Riesz representation theorem as an application of the Stieltjes integral.