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Lemma About Derivatives Of Partial Integrals

We conclude this section with the proofs of Theorems 1 and 2. The proof of Theorem 1 uses a lemma about derivatives of partial integrals.

LEMMA

Suppose P(x, y) is smooth on an open rectangle containing the point (a, b). Then

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PROOF

The first formula follows at once from the Fundamental Theorem of Calculus. For the second formula, let Δy be a nonzero infinitesimal and let

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As y changes to y + Δy, we have

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Taking standard parts,

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Last Update: 2010-11-25