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The fundamental theorem of calculus for Lebesgue–Stieltjes integrals involving non-monotonic derivators

Year: 2026
Type: article
Abstract: In this paper, we extend the concept of the Stieltjes derivative to encompass left-continuous derivators with bounded variation, thereby relaxing the monotonicity constraint. This generalization requires a refined definition of the Stieltjes derivative applicable across the entire domain, accommodating derivators that may change sign. We establish a generalized Fundamental Theorem of Calculus for the Lebesgue–Stieltjes integral in this broader context, presenting both “almost-everywhere” and “everywhere” versions. The latter requires a specific condition relating the derivator to its variation function. We prove this condition to be optimal by means of a density theorem. Our framework bridges the gap between Stieltjes differential equations and measure differential equations, offering a tool for modeling complex systems with non-monotonic dynamics.
Language: English
Open Access status: green
OpenAlex ID: W4414763057
FWCI: 12.19
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Cited by: 1
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