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Oct
26
comment Integration by parts and Lebesgue-Stieltjes integrals
For Riemann-Stieltjes common discontinuities are a problem. But I would think that for Lebesgue-Stieltjes integrals, this is condition is not needed. If the common discontinuities are rc, it is no problem.
Oct
26
comment Integration by parts and Lebesgue-Stieltjes integrals
But it is not possible get rid of the condition of no common discontinuities?