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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
Skvortsov, V. A. (2001), "k/k055720", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1556080104

Mathematics Encyclopedia

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