Overview

Integration is at the heart of analysis. However, there are several different definitions of an integral. At a basic intuitive level, integration is a method to computing an area under a curve.

Topics

• Riemann Integral - basic integral studied in elementary calculus
  • Multivariable Riemann Integral - applicable in multi-variable settings.
• Riemann Stieltjes Integral - an extension of the standard Riemann integral
  • Stochastic Integrals: - an extension of the concepts in the Riemann Stieltjes Integral to stochastic processes.
• Lebesgue Integral - abstract version of integration
• Complex Integration - integration over functions of a complex variable
• Integration of Forms - extension of integration that applies when working with multi-variable calculus on manifolds
• Numeric Implementation