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Lecture

Advanced Analysis II: Riemann Integrability and Jordan Measure

Related concepts (24)

Bounded variation

In mathematical analysis, a function of bounded variation, also known as BV function, is a real-valued function whose total variation is bounded (finite): the graph of a function having this property is well behaved in a precise sense. For a continuous function of a single variable, being of bounded variation means that the distance along the direction of the y-axis, neglecting the contribution of motion along x-axis, traveled by a point moving along the graph has a finite value.

Stratonovich integral

In stochastic processes, the Stratonovich integral or Fisk–Stratonovich integral (developed simultaneously by Ruslan Stratonovich and Donald Fisk) is a stochastic integral, the most common alternative to the Itô integral. Although the Itô integral is the usual choice in applied mathematics, the Stratonovich integral is frequently used in physics. In some circumstances, integrals in the Stratonovich definition are easier to manipulate. Unlike the Itô calculus, Stratonovich integrals are defined such that the chain rule of ordinary calculus holds.

Multivariable calculus

Multivariable calculus (also known as multivariate calculus) is the extension of calculus in one variable to calculus with functions of several variables: the differentiation and integration of functions involving multiple variables (multivariate), rather than just one. Multivariable calculus may be thought of as an elementary part of advanced calculus. For advanced calculus, see calculus on Euclidean space. The special case of calculus in three dimensional space is often called vector calculus.

Bernhard Riemann

Georg Friedrich Bernhard Riemann (ˈɡeːɔʁk ˈfʁiːdʁɪç ˈbɛʁnhaʁt ˈʁiːman; 17 September 1826 – 20 July 1866) was a German mathematician who made profound contributions to analysis, number theory, and differential geometry. In the field of real analysis, he is mostly known for the first rigorous formulation of the integral, the Riemann integral, and his work on Fourier series. His contributions to complex analysis include most notably the introduction of Riemann surfaces, breaking new ground in a natural, geometric treatment of complex analysis.