PMA Chapter 6 : The Riemann-Stieltjes Integral
Definition. let [a, b] given interval, a partition P of [a, b] :finite set of a points x_0, x_1, ..., x_n where a = x_0 \delta_x_i = x_i - x_(i-1).suppose f : bounded real function defined on [a, b]. for each partition P of [a, b], M_i = sup f(x) (x_(i-1) U(P, f) = sigma M_i \delta_x_i, L(P, f) = sigma m_i \delta_x_iintegral a, b^ = inf U(P, f), integral a^, b = sup L(P, f) if same, then f is Ri..