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Darboux Sums

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Definition
StochasticDiffsMeasureTheory

Definition

Let f:[0,1]→Rf:[0,1]\to \mathbb{R} and let Ļ€=(t0,…,tN)\pi=(t_{0},\dots,t_{N}) be a subdivision of [0,1][0,1]. For each i∈{0,…,Nāˆ’1}i\in\{0,\dots,N-1\} let mi=inf⁔{f(t):t∈[ti,ti+1]}Mi=sup⁔{f(t):t∈[ti,ti+1]}\begin{align*} m_{i}&=\inf\{f(t):t\in[t_{i},t_{i+1}]\}\\ M_{i}&=\sup\{f(t):t\in[t_{i},t_{i+1}]\} \end{align*}We define the Lower Darboux sum of ff with respect to Ļ€\pi by Sf,Ļ€l=āˆ‘i=1Nāˆ’1mi(ti+1āˆ’ti)S_{f,\pi}^{\mathscr{l}}=\sum_{i=1}^{N-1}m_{i}(t_{i+1}-t_{i}) and the Upper Darboux sum of ff with respect to Ļ€\pi by Sf,Ļ€u=āˆ‘i=1Nāˆ’1Mi(ti+1āˆ’ti)S_{f,\pi}^{\mathscr{u}}=\sum_{i=1}^{N-1}M_{i}(t_{i+1}-t_{i})

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