In
mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, the Kolmogorov integral (or Kolmogoroff integral) is a generalized integral introduced by including the
Lebesgue–Stieltjes integral, the
Burkill integral, and the
Hellinger integral as special cases. The integral is a limit over a directed family of partitions, when the resulting limiting value is independent of the tags of each partition segment.
References
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{{integral
Definitions of mathematical integration