From: Manuel Eberl <manuel@pruvisto.org>
Lebesgue-Stieltjes Integral
by Yosuke Ito
This entry formalizes some basic facts and lemmas relating to the
integration with respect to the Lebesgue-Stieltjes measure (interval
measure). It includes the well-known formula to calculate the
Lebesgue-Stieltjes integral: \int g(x) dF(x) = \int g(x) F'(x) dx
https://www.isa-afp.org/entries/Lebesgue_Stieltjes_Integral.html
Enjoy!
Manuel
Last updated: Mar 21 2026 at 20:30 UTC