The Euler integral of a function that is piecewise-constant with finitely many discontinuities
is the sum of
over the finitely many discontinuities of . Euler integration was defined by Schanuel and subsequently
explored by Rota, Chen, and Klain. The
-dimensional Euler integral can be defined for classes of functions
. Euler integration is additive,
so the Euler integral of
equals the sum of the Euler integrals of
and
.