The Stieltjes integral is a generalization of the Riemann Integral. Let and be real-values bounded
functions defined on a Closed Interval . Take a partition of the Interval
(1) |
(2) |
(3) |
(4) |
(5) |
See also Riemann Integral
References
Dresher, M. The Mathematics of Games of Strategy: Theory and Applications. New York: Dover, 1981.
Hardy, G. H.; Littlewood, J. E.; and Pólya, G. Inequalities, 2nd ed. Cambridge, England: Cambridge
University Press, pp. 152-155, 1988.
Kestelman, H. ``Riemann-Stieltjes Integration.'' Ch. 11 in Modern Theories of Integration, 2nd rev. ed. New York: Dover, pp. 247-269, 1960.