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On the substitution rule for Lebesgue-Stieltjes integrals

By Neil Falkner and Gerald Teschl

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.Comment: 6 page

Topics: Mathematics - Functional Analysis, Mathematics - Classical Analysis and ODEs, 26A42 (Primary) 26A48, 28A25 (Secondary) 28-01
Year: 2012
DOI identifier: 10.1016/j.exmath.2012.09.002
OAI identifier: oai:arXiv.org:1104.1422
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