Cauchy-stieltjes and Riemann-stielt Jes Integrals
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Riemann-Stieltjes integrals
This short note gives an introduction to the Riemann-Stieltjes integral on R and Rn. Some natural and important applications in probability theory are discussed. The reason for discussing the Riemann-Stieltjes integral instead of the more general Lebesgue and LebesgueStieltjes integrals are that most applications in elementary probability theory are satisfactorily covered by the Riemann-Stieltj...
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تاریخ انتشار 2007