Kolmogorov integral
In mathematics, the Kolmogorov integral (or Kolmogoroff integral) is a general integral introduced by Kolmogoroff (1930) including the Lebesgue–Stieltjes integral, the Burkill integral, and the Hellinger integral as special cases.
References
- Kolmogoroff, A. (1930), "Untersuchungen über den Integralbegriff", Mathematische Annalen (Springer Berlin / Heidelberg) 103 (1): 654–696, doi:10.1007/BF01455714, ISSN 0025-5831, http://dx.doi.org/10.1007/BF01455714
- Skvortsov, V. A. (2001), "Kolmogorov integral", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1556080104, http://www.encyclopediaofmath.org/index.php?title=k/k055720
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