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On the substitution rule for Lebesgue-Stieltjes integrals

arXiv:1104.1422 · doi:10.1016/j.exmath.2012.09.002

Abstract

We show how two change-of-variables formulae for Lebesgue-Stieltjes integrals generalize when all continuity hypotheses on the integrators are dropped. We find that a sort of "mass splitting phenomenon" arises.

6 pages