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A continuously differentiable integrator reduces Stieltjes integration to ordinary integration
Statement
Let be Riemann integrable. Suppose is continuous on , differentiable on , and extends continuously to . Then is Riemann–Stieltjes integrable with respect to and
Facts & Assumptions
Given: A Riemann-integrable and an integrator with continuous derivative on the compact interval.
The mean value theorem represents every increment of as (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
The continuous function is uniformly continuous (Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous).
The continuous function is Riemann integrable, so the product is Riemann integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, If are integrable on then so are , , , and , and ).
Riemann tagged sums converge to the Darboux integral (The Darboux and Riemann definitions agree: a bounded on is Darboux integrable with integral if and only if for every real there is a real such that for every tagged partition of mesh below ).
Proof
A Riemann-integrable function is bounded; choose with . For each partition interval, [L1] gives such that . Hence [L1] .
By [L2], the absolute value of the right side is at most , which tends to zero with the mesh. By [L3] and [L4], the second sum in step 1.1 tends to . Thus all Stieltjes sums have the same limit, proving both existence and the formula. [step 1.1, L2, L3, L4].
Depends on
Riemann–Stieltjes sums, upper and lower sums, and the Riemann–Stieltjes integral
The identity integrator recovers the Riemann integral
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with
The derivative of at a point that is a limit point of , and differentiability on a set
Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point
Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous
The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation
For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion
If are integrable on then so are , , , and , and
The Darboux and Riemann definitions agree: a bounded on is Darboux integrable with integral if and only if for every real there is a real such that for every tagged partition of mesh below