Basic Definitions
The classical Riemann integral of a function can be defined by the relation
where the limit is taken over all partitions of interval whose norm approach zero.
Roughly speaking, product integrals are similar, but take the limit of a product instead of the limit of a sum. They can be thought of as "continuous" versions of "discrete" products.
The most popular product integrals are the following:
Read more about this topic: Product Integral
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