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The two FTC forms for a Riemann–Stieltjes integral with a integrator
Statement
Let . Suppose is continuous, differentiable on , and its derivative extends to a continuous function .
- If is Riemann integrable and continuous at , then is differentiable at and .
- If is Riemann integrable, is continuous and differentiable on , and there, then .
Endpoint derivatives in clause 1 are relative. Clause 2 does not divide by and remains valid where vanishes.
Facts & Assumptions
Given: The functions in the statement.
For a continuous integrator whose interior derivative extends continuously as , every Riemann-integrable is Riemann--Stieltjes integrable and on each closed subinterval (A continuously differentiable integrator reduces Stieltjes integration to ordinary integration).
A continuous function on a compact interval is Riemann integrable, and products of Riemann-integrable functions are integrable; hence is integrable because is continuous (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, If are integrable on then so are , , , and , and ).
The integral function of an integrable function is differentiable at each continuity point, with derivative equal to the integrand (The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive).
A continuous function with an interior derivative admitting an integrable extension satisfies Newton--Leibniz (Newton–Leibniz needs only continuity on , differentiability on , and a Riemann-integrable extension of the interior derivative).
Proof
By [L1], . The product is integrable by [L2] and is continuous at .
Under the hypotheses of clause 2, [L1] and [L2] give , while is an integrable extension of the interior derivative of .
Applying [L3] to the ordinary integral function in step 1.1 gives , including either relative endpoint case.
Applying [L4] to gives , and step 1.2 proves the second clause without any division by .
Depends on
- A continuously differentiable integrator reduces Stieltjes integration to ordinary integration
- The first fundamental theorem: if $f$ is integrable on $[a,b]$ and continuous at $c$, then $F'(c) = f(c)$; in particular a continuous $f$ has $F$ as a primitive
- Newton–Leibniz needs only continuity on $[a,b]$, differentiability on $(a,b)$, and a Riemann-integrable extension of the interior derivative
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- If $f,g$ are integrable on $[a,b]$ then so are $\lvert f\rvert$, $f^{2}$, $fg$, $\max(f,g)$ and $\min(f,g)$, and $\bigl\lvert\int_a^b f\bigr\rvert \le \int_a^b\lvert f\rvert$
Used by
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Sources
- T. M. Apostol, Mathematical Analysis, 2nd ed., Chapter 7 (standard reference, not scraped)