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You can't have a precise argument without a precise definition. In general, the appropriate notion of integral here is the Lebesgue-Stieltjes integral. In a fairly general setup, let $F: \mathbb R \to \mathbb R$ be a right-continuous function that is of locally bounded variation, that is $$V_F([a,b]) := \sup\lbrace \sum_{i=1}^n \vert F(x_{i+1}) - F(x_i ) \...


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