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Leibniz integral rule
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Leibniz integral rule : ウィキペディア英語版
Leibniz integral rule

In calculus, Leibniz's rule for differentiation under the integral sign, named after Gottfried Leibniz, tells us that if we have an integral of the form
: \int_^ f(x, y) \,\mathrmy
then for ''x'' in (''x''0, ''x''1) the derivative of this integral is thus expressible
: x} \left ( \int_^ f(x, y) \,\mathrmy \right )= \int_^ f_x(x,y)\,\mathrmy
provided that ''f'' and its partial derivative'' fx'' are both continuous over a region in the form (''x''1 ) × (''y''1 ).
Thus under certain conditions, one may interchange the integral and partial differential operators. This important result is particularly useful in the differentiation of integral transforms. An example of such is the moment generating function in probability theory, a variation of the Laplace transform, which can be differentiated to generate the moments of a random variable. Whether Leibniz's integral rule applies is essentially a question about the interchange of limits.
== Formal statement ==
Let ''f''(''x'', ''t'') be a function such that the partial derivative of ''f'' with respect to ''t'' exists, and is continuous. Then,
:\fract} \left (\int_^ f(x,t)\,\mathrmx \right )= \int_^\frac\,\mathrmx \,+\, f\big(b(t),t\big)\cdot b'(t) \,-\, f\big(a(t),t \big)\cdot a'(t)
where the partial derivative indicates that inside the integral, only the variation of ''f''(•,''t'') with ''t'' is considered in taking the derivative.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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