I accounter the problem of calculating Lebesgue-Stieltjes integral $\int_a^bf(x)dg(x)$ numerically, where $f(x)$ is a differentiable with any order, and $g(x)$ is a monotone non-decreasing function, $f(x),g(x) \geq 0, \forall x$. Is there any reference (article or book) about this problem? Thank you.
2026-04-08 05:36:52.1775626612
Numerical method for Lebesgue-Stieltjes integral
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