2015Journal of Inequalities and ApplicationsOpen access

A new theorem on the existence of the Riemann-Stieltjes integral and an improved version of the Loéve-Young inequality

Rafał M. Łochowski

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Abstract

Using the notion of the truncated variation we obtain a new theorem on the existence and estimation of the Riemann-Stieltjes integral. As a special case of this theorem we obtain an improved version of the Loéve-Young inequality for the Riemann-Stieltjes integrals driven by irregular signals. Using this result we strengthen some results of Lyons on the existence of solutions of integral equations driven by moderately irregular signals.

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Using the notion of the truncated variation we obtain a new theorem on the existence and estimation of the Riemann-Stieltjes integral. As a special case of this theorem we obtain an improved version of the Loéve-Young inequality for the Riemann-Stieltjes integrals driven by irregular signals. Using this result we strengthen some results of Lyons on the existence of solutions of integral equations driven by moderately irregular signals.

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Available abstract

Using the notion of the truncated variation we obtain a new theorem on the existence and estimation of the Riemann-Stieltjes integral. As a special case of this theorem we obtain an improved version of the Loéve-Young inequality for the Riemann-Stieltjes integrals driven by irregular signals. Using this result we strengthen some results of Lyons on the existence of solutions of integral equations driven by moderately irregular signals.

Key concepts: Riemann–Stieltjes integral, Mathematics, Riemann integral, Daniell integral, Fundamental theorem of calculus, Riemann hypothesis, Inequality, Pure mathematics

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