Category

Definitions of mathematical integration

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Riemann integral

basic type of integral in elementary calculus

Lebesgue integration

Method of integration

Riemann–Stieltjes integral

generalization of the Riemann integral where one integrates a function with respect to another function

stochastic calculus

calculus on stochastic processes

Darboux integral

integral constructed using Darboux sums

Henstock–Kurzweil integral

generalization of the Riemann integral

calculus of stochastic differential equations

Lebesgue–Stieltjes integration

simultaneous generalization of both Riemann–Stieltjes and Lebesgue integration

Bochner integral

generalization of the Lebesgue integral to Banach-space valued functions

Daniell integral

type of integration

Stratonovich integral

Integral used in physics