The Stieltjes Integral
Gregory Convertito, David Cruz-Uribe
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.
Категорії:
Рік:
2023
Видавництво:
CRC Press/Chapman & Hall
Мова:
english
Сторінки:
268
ISBN 10:
0815374003
ISBN 13:
9780815374008
Файл:
PDF, 6.49 MB
IPFS:
,
english, 2023