Kolmogorov integral explained

In mathematics, the Kolmogorov integral (or Kolmogoroff integral) is a generalized integral introduced by including the Lebesgue–Stieltjes integral, the Burkill integral, and the Hellinger integral as special cases. The integral is a limit over a directed family of partitions, when the resulting limiting value is independent of the tags of each partition segment.

References

• "On integration in Banach spaces, VI", Ivan Dobrakov and Pedro Morales, Czechoslovak Mathematical Journal, 35 (1985), #2, 173-187,, .
• "On integration in Banach spaces, VII", Ivan Dobrakov, Czechoslovak Mathematical Journal, 38 (1988), #3, 434-449,, .