English
If f is interval-integrable on [a,b], and f(x) tends to ca, cb ae, then HasFDerivWithinAt holds with derivative L as above within s × t.
Русский
Если f интегрируема на [a,b], и пределы ca, cb достигаются ae, то HasFDerivWithinAt выполняется с производной L внутри s×t.
LaTeX
$$$\\text{HasFDerivWithinAt}(F,L,s\\timesˢt)\\,\\text{ при } f\\to ca,cb.$$$
Lean4
/-- **Fundamental theorem of calculus-1**: if `f : ℝ → E` is integrable on `a..b` and `f x` has
finite limits `ca` and `cb` almost surely as `x` tends to `a` and `b`, respectively, then `fderiv`
derivative of `(u, v) ↦ ∫ x in u..v, f x` at `(a, b)` equals `(u, v) ↦ v • cb - u • ca`. -/
theorem fderiv_integral_of_tendsto_ae (hf : IntervalIntegrable f volume a b)
(hmeas_a : StronglyMeasurableAtFilter f (𝓝 a)) (hmeas_b : StronglyMeasurableAtFilter f (𝓝 b))
(ha : Tendsto f (𝓝 a ⊓ ae volume) (𝓝 ca)) (hb : Tendsto f (𝓝 b ⊓ ae volume) (𝓝 cb)) :
fderiv ℝ (fun p : ℝ × ℝ => ∫ x in p.1..p.2, f x) (a, b) = (snd ℝ ℝ ℝ).smulRight cb - (fst ℝ ℝ ℝ).smulRight ca :=
(integral_hasFDerivAt_of_tendsto_ae hf hmeas_a hmeas_b ha hb).fderiv