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fundamental theorems of calculus for Lebesgue integration (Theorem)

Loosely, the Fundamental Theorems of Calculus serve to demonstrate that integration and differentiation are inverse processes. Suppose that $F(x)$ is an absolutely continuous function on an interval $[a,b]\subset\mathbb{R}$ . The two following forms of the theorem are equivalent.

First form of the Fundamental Theorem:

There exists a function $f(t)$ Lebesgue-integrable on $[a,b]$ such that for any $x\in [a,b]$ , we have $F(x)-F(a)=\int_a^x f(t) dt$ .

Second form of the Fundamental Theorem:

$F(x)$ is differentiable almost everywhere on $[a,b]$ and its derivative, denoted $F'(x)$ , is Lebesgue-integrable on that interval. In addition, we have the relation $F(x)-F(a)=\int_a^x F'(t)dt$ for any $x\in [a,b]$ .




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See Also: fundamental theorem of calculus, fundamental theorem of calculus for Riemann integration, change of variable in definite integral

Other names:  first fundamental theorem of calculus, second fundamental theorem of calculus, fundamental theorem of calculus
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Cross-references: relation, addition, derivative, almost everywhere, differentiable, function, equivalent, interval, absolutely continuous function, inverse, differentiation, Calculus, theorems
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This is version 14 of fundamental theorems of calculus for Lebesgue integration, born on 2002-02-24, modified 2007-06-24.
Object id is 2625, canonical name is FundamentalTheoremOfCalculus.
Accessed 15034 times total.

Classification:
AMS MSC26-00 (Real functions :: General reference works )

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