Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes Taylor & Francis Ltd

Book III: The Integrals of Lebesgue and (Riemann-) Stieltjes, develops several approaches to an integration theory. The first two approaches were introduced in the Chapter 1 of Book I to motivate measure theory. The general theory of integration on measure spaces will be developed in Book V, and stochastic integrals then studies on Book VIII....