Question

Lebesgue-Stieltjes integral and Dynkin $\pi-\lambda$ theorem

score 64 · Answer 1 · 2022-04-27 17:07:11

64

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Lebesgue-Stieltjes integral and Dynkin $\pi-\lambda$ theorem

Published on 27 Apr 2022 - 17:07

score 42 · Answer 2 · 2022-05-08 10:06:53

42

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Sum of a locally BV right-continuous function and a locally BV left-continuous function

Published on 08 May 2022 - 10:06

score 360 · Answer 3 · 2022-06-07 11:38:04

360

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Lebesgue-Stieltjes Integration by parts formula

Published on 07 Jun 2022 - 11:38

score 202 · Answer 4 · 2022-06-08 11:07:11

202

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How can we prove $\int_a^bf\:{\rm d}g=\int_a^bf(s)g'(s)\:{\rm d}s$ if $g'$ is not continuous?

Published on 08 Jun 2022 - 11:07

score 55 · Answer 5 · 2022-06-15 13:16:13

55

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Convergence of Riemann-Stieltjes integral of square function.

Published on 15 Jun 2022 - 13:16

score 120 · Answer 6 · 2022-06-27 07:25:54

120

Views

If $g$ is bounded, nondecreasing and right-continuous, how do we show $\int f(t)\:{\rm d}g(t)=\int f(t)g'(t)\:{\rm d}t$?

Published on 27 Jun 2022 - 7:25

score 95 · Answer 7 · 2022-06-27 10:22:47

95

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Is $M_t:=\exp\left(-\int_0^tc(Y_s)\:{\rm d}s\right)$ differentiable at $0$?

Published on 27 Jun 2022 - 10:22

score 26 · Answer 8 · 2022-06-27 14:23:53

26

Views

A special case of the Riemann–Stieltjes integral

Published on 27 Jun 2022 - 14:23

score 47 · Answer 9 · 2022-07-20 03:15:05

47

Views

Is a real random variable's moment-generating function the Laplace-Stieltjes transform of its CDF?

Published on 20 Jul 2022 - 3:15

score 442 · Answer 10 · 2022-07-26 01:10:10

442

Views

Let $\alpha$ be an increasing function on $[a,b]$. Show that $\int^a_b\alpha d \alpha = \frac{1}{2}[\alpha (b)^2 - \alpha(a)^2]$

Published on 26 Jul 2022 - 1:10

score 39 · Answer 11 · 2022-08-09 08:52:45

39

Views

What is the „limit type” in the definition of Stieltjes-integral?

Published on 09 Aug 2022 - 8:52

score 133 · Answer 12 · 2022-09-22 20:15:20

133

Views

How does this theorem on continued fractions relate to the Riemann-Stieltjes integral?

Published on 22 Sep 2022 - 20:15

score 158 · Answer 13 · 2022-09-27 16:34:30

158

Views

A question on integrating a function, with respect to another function?

Published on 27 Sep 2022 - 16:34

score 723 · Answer 14 · 2026-02-24 16:41:50

723

Views

If the Riemann-Stieltjes integral $\int_a^b{f\,dg}$ exists for every $f\in\mathcal{R}[a,b]$, then $g$ is absolutely continuous

Published on 24 Feb 2026 - 16:41

score 78 · Answer 15 · 2023-01-11 19:06:12

78

Views

LLN and rates in terms of Stieltjes integral

Published on 11 Jan 2023 - 19:06

List Question

Lebesgue-Stieltjes integral and Dynkin $\pi-\lambda$ theorem

Sum of a locally BV right-continuous function and a locally BV left-continuous function

Lebesgue-Stieltjes Integration by parts formula

How can we prove $\int_a^bf\:{\rm d}g=\int_a^bf(s)g'(s)\:{\rm d}s$ if $g'$ is not continuous?

Convergence of Riemann-Stieltjes integral of square function.

If $g$ is bounded, nondecreasing and right-continuous, how do we show $\int f(t)\:{\rm d}g(t)=\int f(t)g'(t)\:{\rm d}t$?

Is $M_t:=\exp\left(-\int_0^tc(Y_s)\:{\rm d}s\right)$ differentiable at $0$?

A special case of the Riemann–Stieltjes integral

Is a real random variable's moment-generating function the Laplace-Stieltjes transform of its CDF?

Let $\alpha$ be an increasing function on $[a,b]$. Show that $\int^a_b\alpha d \alpha = \frac{1}{2}[\alpha (b)^2 - \alpha(a)^2]$

What is the „limit type” in the definition of Stieltjes-integral?

How does this theorem on continued fractions relate to the Riemann-Stieltjes integral?

A question on integrating a function, with respect to another function?

If the Riemann-Stieltjes integral $\int_a^b{f\,dg}$ exists for every $f\in\mathcal{R}[a,b]$, then $g$ is absolutely continuous

LLN and rates in terms of Stieltjes integral

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