A Riemann-Type Integral That Includes Lebesgue-Stieltjes, Bochner and Stochastic Integrals

Edward James McShane

Language: English

Published: Jan 2, 1969

Description:

One of the difficulties with integration theory is that there are so many different detailed definitions that the non-expert is confused about their relative strengths and usefulness. A surprising recent development in the theory of integration has been the discovery that suitable modifications to the Riemann definition using approximating sums can produce a wide variety of different integrals including integrals of great power.