Kolmogorov integral

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.

References

v t e Integrals
Types of integrals	Riemann integral Lebesgue integral Burkill integral Bochner integral Daniell integral Darboux integral Henstock–Kurzweil integral Haar integral Hellinger integral Khinchin integral Kolmogorov integral Lebesgue–Stieltjes integral Pettis integral Pfeffer integral Riemann–Stieltjes integral Regulated integral
Integration techniques	Substitution Trigonometric Euler Weierstrass By parts Partial fractions Euler's formula Inverse functions Changing order Reduction formulas Parametric derivatives Differentiation under the integral sign Laplace transform Contour integration Laplace's method Numerical integration Simpson's rule Trapezoidal rule Risch algorithm
Improper integrals	Gaussian integral Dirichlet integral Fermi–Dirac integral complete incomplete Bose–Einstein integral Frullani integral Common integrals in quantum field theory
Stochastic integrals	Itô integral Russo–Vallois integral Stratonovich integral Skorokhod integral
Miscellaneous	Basel problem Euler–Maclaurin formula Gabriel's horn Integration Bee Proof that 22/7 exceeds π Volumes Washers Shells