The Fundamental Theorem of Calculus for Lebesgue-Stieltjes integrals involving non-monotonic derivators
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Abstract
In this work, we extend the concept of the Stieltjes derivative to encompass left-continuous derivators with bounded variation, thereby relaxing the monotonicity constraint.
This generalization necessitates a refined definition of the Stieltjes derivative applicable across the entire domain, accommodating derivators that may change sign.
We establish a generalized Fundamental Theorem of Calculus for the Lebesgue-Stieltjes integral in this broader context, presenting both "almost-everywhere" and "everywhere" versions.
The latter requires a specific condition relating the derivator to its variation function, which we prove to be optimal through a density theorem.
Our framework bridges the gap between Stieltjes differential equations and measure differential equations, offering a tool for modeling complex systems with non-monotonic dynamics.