NAVIGATION
Home
Research
Bookshelf
Garden
FIND ME ON
GitHub
LinkedIn
🌱
Let f:R+→Rf:\mathbb{R}^{+}\to \mathbb{R}f:R+→R be Borel-measurable, we define the Lebesgue-Stieltjes integral ∫R+f dg\int\limits _{\mathbb{R}^{+}}f \, dgR+∫fdg by ∫R+f dg=∫R+f dμg\int\limits _{\mathbb{R}^{+}}f \, dg=\int\limits _{\mathbb{R}^{+}}f \, d\mu_{g} R+∫fdg=R+∫fdμg with the right side being the Lebesgue Integral with the Lebesgue-Stieltjes Measure, μg\mu_{g}μg.
Itô Isometry