Consider the following example: if g: [a, b] R is continuous and F is a function...

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Consider the following example: if g: [a, b] R is continuous and F is a function defined as F(x) = 1 if x [a, c] and F(x) = 0 if x (c, b], the integral gdF exists and is equal to -g (c) Generalizes the above example to the case where F has n discontinuity points at [a, b]. Consider the following example: if g: [a, b] R is continuous and F is a function defined as F(x) = 1 if x [a, c] and F(x) = 0 if x (c, b], the integral gdF exists and is equal to -g (c) Generalizes the above example to the case where F has n discontinuity points at [a, b].

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To generalize the above example to the case where F has n discontinuity points at a b lets denote th... View the full answer