On the substitution rule for Lebesgue-Stieltjes integrals
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integralslebesgue-stieltjesariseschange-of-variablescontinuitydroppedfindformulae
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We show how two change-of-variables formulae for Lebesgue-Stieltjes integrals generalize when all continuity hypotheses on the integrators are dropped. We find that a sort of "mass splitting phenomenon" arises.
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