mathematics Mathematics is a field of study that discovers and organizes methods, Mathematical theory, theories and theorems that are developed and Mathematical proof, proved for the needs of empirical sciences and mathematics itself. There are many ar ...

, 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

"On integration in Banach spaces, VI"
Ivan Dobrakov and Pedro Morales, ''Czechoslovak Mathematical Journal,'' 35 (1985), #2, 173-187, , .
"On integration in Banach spaces, VII"
Ivan Dobrakov, ''Czechoslovak Mathematical Journal'', 38 (1988), #3, 434-449, , . * * {{integral Definitions of mathematical integration