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

Kolmogoroff, A. (1930), "Untersuchungen über den Integralbegriff" (PDF), Mathematische Annalen, 103 (1): 654–696, doi:10.1007/BF01455714, hdl:10338.dmlcz/102239, 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

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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 methods	By parts Substitution Inverse functions Changing order Trigonometric substitution Euler substitution Weierstrass substitution Partial fractions Reduction formulas Parametric derivatives Euler's formula Differentiation under the integral sign Contour integration Numerical integration
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