Riemann–Stieltjes integrability theorem

Continuity of the integrand and bounded variation of the integrator guarantee Riemann–Stieltjes integrability.
Riemann–Stieltjes integrability theorem

Riemann–Stieltjes integrability theorem: Let a<ba<b. If f:[a,b]Rf:[a,b]\to\mathbb{R} is continuous and g:[a,b]Rg:[a,b]\to\mathbb{R} is a , then ff is with respect to the gg on [a,b][a,b].

Since every has bounded variation, this theorem extends existence of the (the case g(x)=xg(x)=x) to a wider class of integrators.