Kurzweil--Stieltjes integration on compact lines
Leandro Candido, Pedro L. Kaufmann

TL;DR
This paper develops a Kurzweil--Stieltjes integral on compact lines, generalizing Lebesgue integration and establishing a Fundamental Theorem of Calculus in this setting.
Contribution
It introduces a new integral on compact lines, proves its key properties, and connects it with derivation to extend classical calculus results.
Findings
The integral generalizes Lebesgue measure-based integration.
Convergence theorems are established for regular integrators.
A version of the Fundamental Theorem of Calculus is formulated on compact lines.
Abstract
We develop a version of the Kurzweil--Stieltjes integral on compact lines and establish its fundamental properties. For sufficiently regular integrators, we obtain convergence theorems and show that the presented integration process generalizes Lebesgue integration with respect to positive Radon measures. Additionally, we introduce a notion of derivation on compact lines which, when paired with the proposed integral, yields a formulation of the Fundamental Theorem of Calculus in this context.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Advanced Banach Space Theory · Nonlinear Differential Equations Analysis
