To prove that a continuous periodic piecewise differentiable function \( f(\theta) \) can be expressed as \( f(\theta) = f(0) + \int_0^{\theta} g(t) dt \) for a piecewise continuous function \( g \), start by considering the differentiability of \( f \) except at a finite number of points. At points where \( f \) is differentiable, \( g(t) \) can be defined as the derivative \( f'(t) \). At the non-differentiable points, \( g(t) \) can still be defined in a piecewise manner, ensuring continuity. This approach leverages the periodic nature of \( f \) and the properties of integrals to establish the desired relationship. Thus, the proof hinges on the behavior of \( f \) and \( g \) around the points of non-differentiability.