On the substitution rule for Lebesgue-Stieltjes integrals

Details On the substitution rule for Lebesgue-Stieltjes integrals On the substitution rule for Lebesgue-Stieltjes integrals

2011-04-07

arxiv.org/abs/1104.1422v3

Mathematics

Functional Analysis

5 pages

Scientific paper

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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