Integration in Higher Dimensions

  • Daniel W. StroockEmail author


Integration of functions in higher dimensions is much more difficult than it is in one dimension. The basic reason is that in order to integrate a function, one has to know how to measure the volume of sets. In one dimension, most sets can be decomposed into intervals (cf. Exercise ), and we took the length of an interval to be its volume.

Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  1. 1.Department of MathematicsMassachusetts Institute of TechnologyCambridgeUSA

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