0

All of these integrals are riemann not lebesgue integrals.

Problem statement:

Let $f$ and $g$ be real-valued functions on a subset $A$ of $E^n$. Show that if $\int_{A} f$ and $\int_{A} g$ exist then $\int_{A} fg$ exists.

I have already proven that if $f$ and $g$ are integrable on a closed interval $I$ of $E^n$ then so is $fg$ so maybe we can use this fact?

Chair
  • 300

0 Answers0