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My research involves multiple Stieltjes integral or multiple Lebesgue-Stieltjes integral. But after searching online, I can not find what I need. So I ask this question on which sources (books or papers) provide a detailed discussion of the above fields.

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  • $\begingroup$ In Ash & Doleans-Dade, Probability and Measure Theory, the Lebesgue-Stiltjes measures in $R^n$ are presented. Is this what you want to know? $\endgroup$
    – Yongmin Park
    Commented Mar 2, 2021 at 2:53
  • $\begingroup$ asked and answered on math.stackexchange.com/q/4042707/87355 $\endgroup$
    – Carlo Beenakker
    Commented Nov 23, 2021 at 21:59
  • $\begingroup$ On Math Stack Exchange, there are no enough answers either. $\endgroup$
    – Eugene Zhang
    Commented Nov 24, 2021 at 2:02

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