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Avellaneda, M. and Vergassola, M. (1995), Stieltjes integral representation of effective diffusivities in time-dependent flows, Phys. Rev. E: Stat. Phys., Plasmas, Fluids, Relat. Interdiscip. Top. 52, 3249--3251.

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What is the Complexity of Stieltjes Integration? - Werschulz (1999)   (Correct)

....found in Riesz and Sz Nagy (1955, pg. 105 ff. The Stieltjes integral occurs in numerous areas, such as biology (Louie and Somorjai, 1984) chemistry (Cacelli et al. 1988) chemical engineering (Giona and Patierno, 1997) finance (Duffie, 1996) nuclear engineering (Akiba et al. 1996) physics (Avellaneda and Vergassola, 1995), and stochastic differential equations (Revuz and Yor, 1994) In our study of Stieltjes integration, we shall assume that we have partial information about f and g. This means that we are considering a nonlinear integration problem; more precisely, the problem is bilinear in the sense of ....

Avellaneda, M. and Vergassola, M. (1995), Stieltjes integral representation of effective diffusivities in time-dependent flows, Phys. Rev. E: Stat. Phys., Plasmas, Fluids, Relat. Interdiscip. Top. 52, 3249--3251.


What is the complexity of Stieltjes integration? - Werschulz (1998)   (Correct)

....found in Riesz and Sz Nagy (1955, pg. 105 ff. The Stieltjes integral occurs in numerous areas, such as biology (Louie and Somorjai, 1984) chemistry (Cacelli et al. 1988) chemical engineering (Giona and Patierno, 1997) finance (Duffie, 1996) nuclear engineering (Akiba et al. 1996) physics (Avellaneda and Vergassola, 1995), and stochastic differential equations (Revuz and Yor, 1994) In our study of Stieltjes integration, we shall assume that we have partial information about f and g. This means that we are considering a nonlinear integration problem; more precisely, the problem is bilinear in the sense of ....

Avellaneda, M. and Vergassola, M. (1995), Stieltjes integral representation of effective diffusivities in time-dependent flows, Phys. Rev. E: Stat. Phys., Plasmas, Fluids, Relat. Interdiscip. Top. 52, 3249--3251.

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