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