Let $F$ be Stieltjes measure function (nondecreasing and right continuous) and $\mu$ be corresponding measure on $(\mathbb{R}, \mathcal{R})$. Assume that $F: \mathbb{R}\to [0,1]$ is continuous. Show that $$ \int_\mathbb{R} 2F(x)dF(x)=1 $$
I found that this question is a corollary of Durrett's textbook exercise 1.7.3:
Let $F$ be continuous. Then $$ \int_{(a,b]}2 F(y)dF(y)=F^2(b)-F^2(a) $$
However, the proof relies on the previous results:
Let $F, G$ be Stieltjes measure functions and let $\mu, \nu$ be corresponding measures. Then $$\int_{(a,b]}F(y)dG(y)+\int_{(a,b]}G(y)dF(y)=F(b)G(b)-F(a)G(a)+\sum_{x\in (a,b]} \mu(\{x\})\nu(\{x\})$$
Can we prove our result without using this result?
If we just apply Durrett's result, then we take $a\to-\infty, b\to \infty$, we will prove our result.