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Recently I was looking for some source for exercises in Riemann-Stieltjes integral and going through several calculus books (Hunt, Edwards, Thomas, Adams) I found no such exercises. Is there any exercise\problem book which covers Riemann-Stieltjes integral?

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    They come up naturally in some parts of Analytic Number Theory, so you might look for a textbook on that subject, Apostol or Shapiro or some other.2012-05-31

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