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Stieltjes IntegralThe Stieltjes integral provides a direct way of (numerically) defining an integral of the type -
without first having to convert it to -
and then integrating this converted form by means of a pre-existing, non-Stieltjes integration method. Stieltjes integration provides a means of extending any type of integration of the form -
such as Riemann integration, Darboux integration, or Lebesgue integration. Thus, the form -
can be integrated by means of Riemann-Stieltjes integration, Darboux-Stieltjes integration, or Lebesgue-Stieltjes integration. Function f is called the integrand and function g is called the integrator. See also: Riemann-Stieltjes integral.
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