The Lebesgue-Stieltjes Integral: A Practical Introduction

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  The Lebesgue-Stieltjes Integral: A Practical Introduction
  228 pages | Dec 12, 2007 |ISBN:0387950125 | PDF | 8 Mb

  
  Mathematics students generally meet the Riemann integral early in their undergraduate studies, then at advanced undergraduate or graduate level they receive a course on measure and integration dealing with the Lebesgue theory. However, those whose interests lie more in the direction of applied mathematics will in all probability find themselves needing to use the Lebesgue or Lebesgue-Stieltjes Integral without having the necessary theoretical background. It is to such readers that this book is addressed. The authors aim to introduce the Lebesgue-Stieltjes integral on the real line in a natural way as an extension of the Riemann integral. They have tried to make the treatment as practical as possible
  
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