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arXiv · 1104.1422

On the substitution rule for Lebesgue-Stieltjes integrals

Neil Falkner·Gerald Teschl
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Abstract

We show how two change-of-variables formulae for Lebesgue-Stieltjes integrals generalize when all continuity hypotheses on the integrators are dropped. We find that a sort of "mass splitting phenomenon" arises.

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Neil Falkner, Gerald Teschl. 2012-11-29. On the substitution rule for Lebesgue-Stieltjes integrals. https://doi.org/10.1016/j.exmath.2012.09.002

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