3 Integrals You Won't See in Calculus (And the 2 You Will)

In Calculus, we usually learn the Riemann integral, or sometimes the Darboux integral in disguise. But there are many problems these integrals can't solve! Like if we want to integrate a function which is discontinuous everywhere, or if we want to integrate with respect to a random process. Let's explore 5 different integrals, starting with the 2 you might see in Calculus, and then 3 more advanced integrals that are often only seen in graduate school -- the Riemann-Stieltjes integral, Lebesgue integral, and Itô integral!

00:00 Introduction
00:32 Level 1 -- Riemann Integral
01:58 Level 2 -- Darboux Integral
04:00 Level 3 -- Riemann-Stieltjes
07:02 Level 4 -- Lebesgue Integral
09:57 Level 5 -- Itô Integral