Let be the given integral. Its integrand extends continuously to , with value . The Leibniz integral rule includes both the moving upper endpoint and the derivative of the integrand. For it gives
Consequently
The zero case follows directly from near zero: expand and integrate up to . Equivalently, the change of variables gives , whose derivative is the same expression, interpreted continuously at zero. This substitution works for negative as an oriented integral too.

Articles by others on the same topic (0)

There are currently no matching articles.