Skip to main content
1 of 4
Iosif Pinelis
  • 128k
  • 8
  • 107
  • 229

Let $f\colon[a,b]\to\mathbb R$ be an increasing differentiable function. Then $$f(x)-f(a)=(HK)\int_a^x f'(t)\,dt$$ for all $x$, where $(HK)\int$ is the Henstock–Kurzweil integral. Therefore and because $f'\ge0$, $f'$ is Lebesgue integrable and hence $$f(x)-f(a)=(L)\int_a^x f'(t)\,dt$$ for all $x$, where $(L)\int$ is the Lebesgue integral.

So, $f$ is absolutely continuous.

Iosif Pinelis
  • 128k
  • 8
  • 107
  • 229