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arXiv · 2405.12887

Regulated functions. *-integral

V. Ya. Derr
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Abstract

The present book gives a systematic overview of function theory and the theory of Stieltjes integral. In particular, we give a detailed account of the theory of functions of bounded variation and of the theory of regulated functions (= functions having finite one-sided limits at each point of their domain). We also present a detailed discussion of $\sigma$-continuous functions (= functions having at most countable set of points of discontinuity) and of the theory of Riemann-Stieltjes integral. We introduce the notion of *-integral, which allows us to integrate $\sigma$-continuous functions over functions of bounded variation. The limit theorems for *-integral are somewhat more convenient than their analogues for the general Lebesgue-Stieltjes integral. Some applications of *-integral are also discussed.

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V. Ya. Derr. 2024-05-21. Regulated functions. *-integral. https://arxiv.org/abs/2405.12887

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