Boonpogkrong Varayu, Tuan Seng Chew, Department of Mathematics, National University of Singapore, 2, Science Drive 2, Singapore 117542, Republic of Singapore, e-mail: matcts@nus.edu.sg
Abstract: In 1938, L. C. Young proved that the Moore-Pollard-Stieltjes integral $\int _a^bf\dd g$ exists if $f\in \BV _\phi [a,b]$, $g\in \BV _\psi [a,b]$ and $\sum _{n=1}^\infty \phi ^{-1}({1}/{n})\psi ^{-1} ({1}/{n})<\infty $. In this note we use the Henstock-Kurzweil approach to handle the above integral defined by Young.
Keywords: Henstock integral, Stieltjes integral, Young integral, $\phi $-variation
Classification (MSC2000): 26A21, 28B15
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