DIFFERENTIATION OF AN INTEGRAL

If [

is an integrable function on [ ] by ( ) ( )

], we define its indefinite integral to be the function

defined on

In this section we show that the derivative of the indefinite integral of an integrable function is equal to the integrand almost everywhere. We begin by establishing some lemmas. 7. Lemma: If is integrable on [ ], then the function F defined by ]. ( ) ( ) is a

centinuous function of bounded variation on [