Lebesgue–Stieltjes integration
= Lebesgue–Stieltjes integration
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The Lebesgue–Stieltjes integral $\int f\,dF$ integrates $f$ against the <Lebesgue-Stieltjes measure> generated by an increasing right-continuous function $F$. An atom at $x$ contributes $f(x)\Delta F(x)$.
= Lebesgue-Stieltjes integral
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