The Lebesgue-Stieltjes Integral : A Practical Introduction

The book introduces the Lebesgue-Stieltjes integral on the real line in a natural way as an extension of the Riemann integral. Many applied mathematicians will in all probability find themselves needing to use the Lebesgue or Lebesgue-Stieltjes Integral without having the necessary theoretical background. It is to such readers that this book is addressed. Exercises which extend and illustrate the theory, and provide practice in techniques, are included.