Riemann-Stieltjes integral
Let and be bounded, real-valued functions defined upon a closed finite interval of , a partition
of , and a point of the subinterval . A sum of the form
is called a Riemann-Stieltjes sum of with respect to . is said to be Riemann Stieltjes integrable with respect to on if there exists such that given any there exists a partition of for which, for all finer than and for every choice of points , we have
If such an exists, then it is unique and is known as the Riemann-Stieltjes integral of with respect to . is known as the integrand and the integrator. The integral is denoted by