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  2. Euler substitution - Wikipedia

    en.wikipedia.org/wiki/Euler_substitution

    The substitutions of Euler can be generalized by allowing the use of imaginary numbers. For example, in the integral +, the substitution + = + can be used. Extensions to the complex numbers allows us to use every type of Euler substitution regardless of the coefficients on the quadratic.

  3. Lebesgue integral - Wikipedia

    en.wikipedia.org/wiki/Lebesgue_integral

    The Lebesgue integral, named after French mathematician Henri Lebesgue, is one way to make this concept rigorous and to extend it to more general functions. The Lebesgue integral is more general than the Riemann integral, which it largely replaced in mathematical analysis since the first half of the 20th century. It can accommodate functions ...

  4. Integration by substitution - Wikipedia

    en.wikipedia.org/wiki/Integration_by_substitution

    In calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, [1] is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation , and can loosely be thought of as using the chain rule "backwards."

  5. Fubini's theorem - Wikipedia

    en.wikipedia.org/wiki/Fubini's_theorem

    The theorem states that if a function is Lebesgue integrable on a rectangle , then one can evaluate the double integral as an iterated integral: (,) (,) = ((,)) = ((,)). This formula is generally not true for the Riemann integral , but it is true if the function is continuous on the rectangle.

  6. Daniell integral - Wikipedia

    en.wikipedia.org/wiki/Daniell_integral

    The Lebesgue and Daniell constructions are equivalent, as pointed out above, if ordinary finite-valued step functions are chosen as elementary functions. However, as one tries to extend the definition of the integral into more complex domains (e.g. attempting to define the integral of a linear functional ), one runs into practical difficulties ...

  7. List of theorems - Wikipedia

    en.wikipedia.org/wiki/List_of_theorems

    Fatou–Lebesgue theorem (real analysis) Fubini's theorem (integration) Hahn decomposition theorem (measure theory) Hahn–Kolmogorov theorem (measure theory) Ham sandwich theorem ; Hobby–Rice theorem (mathematical analysis) Kōmura's theorem (measure theory) Lebesgue's decomposition theorem (measure theory) Lebesgue's density theorem ...

  8. Pushforward measure - Wikipedia

    en.wikipedia.org/wiki/Pushforward_measure

    A natural "Lebesgue measure" on the unit circle S 1 (here thought of as a subset of the complex plane C) may be defined using a push-forward construction and Lebesgue measure λ on the real line R. Let λ also denote the restriction of Lebesgue measure to the interval [0, 2 π ) and let f : [0, 2 π ) → S 1 be the natural bijection defined by ...

  9. Riemann–Stieltjes integral - Wikipedia

    en.wikipedia.org/wiki/Riemann–Stieltjes_integral

    The best simple existence theorem states that if f is continuous and g is of bounded variation on [a, b], then the integral exists. [5] [6] [7] Because of the integration by part formula, the integral exists also if the condition on f and g are inversed, that is, if f is of bounded variation and g is continuous.