3 Integrals You Won't See in Calculus (And the 2 You Will)
Автор: Dr Sean
Загружено: 2024-05-12
Просмотров: 89890
Описание:
In Calculus, we usually learn the Riemann integral, or sometimes the Darboux integral in disguise. But there are many problems these integrals can't solve! Like if we want to integrate a function which is discontinuous everywhere, or if we want to integrate with respect to a random process. Let's explore 5 different integrals, starting with the 2 you might see in Calculus, and then 3 more advanced integrals that are often only seen in graduate school -- the Riemann-Stieltjes integral, Lebesgue integral, and Itô integral!
00:00 Introduction
00:32 Level 1 -- Riemann Integral
01:58 Level 2 -- Darboux Integral
04:00 Level 3 -- Riemann-Stieltjes
07:02 Level 4 -- Lebesgue Integral
09:57 Level 5 -- Itô Integral
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