Main Definitions and Formulas. Integral Transforms

A function f (x) is said to be square integrable on an interval [a, b] if f 2(x) is integrable on [a, b]. The set of all square integrable functions is denoted by L2(a, b) or, briefly, L2.* Likewise, the set of all integrable functions on [a, b] is denoted by L1(a, b) or, briefly, L1.