Lebesgue-Stieljes Measures

Given $F:R\rightarrow R$ nondecreasing and right contiuous, define an outer measure by

$\mu _{F}^{*}(A)=\inf \left\{\sum _{i}\mu _{F}^{*}(\left(a,b\right])\ :\ A\subset \bigcup _{i}\left(a,b\right]\right\}$

where $\mu _{F}^{*}(\left(a,b\right])=F(b)-F(a)$ and the infimum taken over all coverings of A by countably many semiopen intervals. By Carathéodory's Theorem, we know that the measure $\mu _{F}:=\mu _{F}^{*}\mid$ arising from the outer measure $\mu _{F}:=mu_{F}^{*}$ Template:Math