THEORY OF THE INTEGRAL
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Thanks go to one of our more alert readers (Tom Savage) for spotting that the correction factor in the integration by parts formula for the Stieltjes integral was misstated (i..e, wrong!) in Section 5.7.
This version of the file has this error corrected. I also made a small addition to Section 1.2. Adam Besenyei supplied me with a reference to an early paper of the American mathematician Osgood who addressed the problem discussed in that section.