Can anybody explain to me about how to construct a Young-Stieltjes Integral from Riemann-Stieltjes Integral? I have a problem when i'm reading the paper from Young :(
Here is the theorem about Young-Stieltjes Integral
If $f\in BV_p([a,b])$ and $g\in BV_q([a,b])$ with $p,q>0$ and $\frac{1}{p} + \frac{1}{q}\ge1$ and $f,g$ have no common discontinuities points then $\int\limits_{a}^b{fdg}$ exist.
Thank you :)
