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Interval.EulerMaclaurin.DerivUnderIntegral

Iterated ifferentiation under the integral sign #

theorem deriv_interval_integral_of_contDiff {E : Type} [NormedAddCommGroup E] [NormedSpace E] {f : E} {a b t : } (fc : ContDiff (Function.uncurry f)) (ab : a b) :
deriv (fun (t : ) => (x : ) in a..b, f t x) t = (x : ) in a..b, deriv (fun (t : ) => f t x) t

hasDerivAt_integral_of_dominated_loc_of_deriv_le for smooth functions

theorem iteratedDeriv_interval_integral_of_contDiff {E : Type} [NormedAddCommGroup E] [NormedSpace E] {f : E} {a b t : } (fc : ContDiff (Function.uncurry f)) (ab : a b) (n : ) :
iteratedDeriv n (fun (t : ) => (x : ) in a..b, f t x) t = (x : ) in a..b, iteratedDeriv n (fun (t : ) => f t x) t

Iterated differentiation under the integral sign