properties of Riemann–Stieltjes integral
Denote by the set of bounded real functions which are http://planetmath.org/node/3187Riemann–Stieltjes integrable with respect to a given monotonically nondecreasing function on a given interval.
The http://planetmath.org/node/3187Riemann–Stieltjes integral is a generalisation of the Riemann integral, and both have properties; N.B. however the items 5, 7 and 9.
- 1.
If on , then also on and
. - 2.
If on , then also on .
- 3.
If on and , then also on .
- 4.
If and on , then
. - 5.
If on , and is the total variation
of on , then
. - 6.
If on , then also on and
. - 7.
If and on , then
. - 8.
If on and on , then also on and
. - 9.
If on , then on the same interval and
. - 10.
If on , then on the same interval and one can integrate by parts:
.