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A continuous integrand is Riemann–Stieltjes integrable against every bounded-variation integrator
Statement
If is continuous and has bounded variation, then exists.
Facts & Assumptions
Given: A continuous and a BV function .
The refinement estimate bounds differences of tagged sums by oscillation times total variation (Refinement and tag-change estimates for Stieltjes sums).
A Stieltjes mesh limit, when it exists, is unique (The Riemann–Stieltjes integral is unique, Riemann–Stieltjes sums, upper and lower sums, and the Riemann–Stieltjes integral).
Total variation is finite for a BV function (Bounded variation and total variation on an interval).
A continuous real function on a compact interval is uniformly continuous (Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
Uniform partitions of arbitrarily small mesh exist, and common refinements exist (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
Proof
Put . If , every integrator increment is , so every Stieltjes sum is and the integral exists. Assume . Given , uniform continuity gives such that implies . Any two tagged partitions of mesh below have all local oscillations below ; comparing both with their common refinement through [L1] makes their sums differ by less than .
Choose one tagged uniform partition with mesh tending to for each natural index and call its sum . Step 1.1 makes Cauchy, so [L5] gives a real limit .
Given , choose the threshold in step 1.1 for error and then a uniform sum beyond that threshold with . Every arbitrary tagged sum with sufficiently small mesh differs from by less than , hence is within of . This is the mesh-limit definition, and [L2] identifies the unique value.
Depends on
Refinement and tag-change estimates for Stieltjes sums
The Riemann–Stieltjes integral is unique
Riemann–Stieltjes sums, upper and lower sums, and the Riemann–Stieltjes integral
Bounded variation and total variation on an interval
Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous
Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point
The Cauchy criterion from the least-upper-bound property: in a complete ordered field every Cauchy sequence converges
Limits and Cauchy sequences of reals
Sequences of reals: bounded, eventually, frequently, tails, subsequences
Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions