2020/03/16 by Aladji Babacar Niang, Niang, Aladji Babacar, Gane Samb Lô +3
Economics, Econometrics and Finance · Mathematics · #28A1 #28Axx #97D40 #FOS: Mathematics #Fractional Differential Equations Solutions #Functional Analysis (math.FA) #Housing Market and Economics #Statistical Distribution Estimation and Applications
paper · pdf · doi:10.48550/arxiv.2003.07481
openalex publication_date 2020/03/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Integrating with respect to functions which are constant on intervals whose bounds are discontinuity points (of those functions) is frequent in many branches of Mathematics, specially in stochastic processes. For such functions and alike extension, a comparison between Riemann-Stieltjes and Lebesgue-Stieltjes integration and the integrals formulas leads to interesting facts for students (as complements of Measure Theory and Integrations) and for practitioners and and researchers. We undergone conditions of existence the Riemann-Stieltjes integrals related to that type of function and compare the results with what should be expected for Lebesgue-Stieltjes theory.