Computing the Riemann-Stieltjes integral: some rules

Exercise 1

Let [eq1] be defined as follows:[eq2]where $\lambda >0$.

Compute the following integral:[eq3]

Solution

[eq1] is continuously differentiable on the interval $\left[ 1,2\right] $. Its derivative [eq5] is:[eq6]As a consequence, the integral becomes:[eq7]

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