Kolmogorov integral

From Wikipedia, the free encyclopedia
Jump to navigation Jump to search

In mathematics, the Kolmogorov integral (or Kolmogoroff integral) is a generalized integral introduced by Kolmogoroff (1930) including the Lebesgue–Stieltjes integral, the Burkill integral, and the Hellinger integral as special cases.


  • Kolmogoroff, A. (1930), "Untersuchungen über den Integralbegriff" (PDF), Mathematische Annalen, 103 (1): 654–696, doi:10.1007/BF01455714, ISSN 0025-5831
  • Skvortsov, V. A. (2001) [1994], "k/k055720", in Hazewinkel, Michiel (ed.), Encyclopedia of Mathematics, Springer Science+Business Media B.V. / Kluwer Academic Publishers, ISBN 978-1-55608-010-4