Recent content by jrsh

Thanks! In fact, I'm struggling with the case where g isn't differentiable. I think I'm troubled by a fundamental problem: if g isn't differentiable, then what is d(\int_0^t f(x) d(g(x))) Here, I'm not differentiating \int_0^t f(x) d(g(x)) w.r.t. t, but calculating...

differentiating double integrals -- help please! Hello, Could somebody please help me with my problem? I have a double integral F(t) = Integral from 0 to t of f(s,t). w.r.t. d(g(s)) f(s,t) = Integral from t to A of h(s,u). w.r.t. d u. Where "g(s)" is a function of "s", which may or...

Hello, I have an integral F(x) = \int\limits_a^x f(x) d(g(x)) and g(x) may and may not be differentiable. How can I differentiate d(F(x)) ? Thanks