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Theorems · Theorem · measure theory

MeasureTheory.integral_comp_mul_deriv_Ioi

∀ {f f' g : ℝ → ℝ} {a : ℝ},
  ContinuousOn f (Set.Ici a) →
    Filter.Tendsto f Filter.atTop Filter.atTop →
      (∀ x ∈ Set.Ioi a, HasDerivWithinAt f (f' x) (Set.Ioi x) x) →
        ContinuousOn g (f '' Set.Ioi a) →
          MeasureTheory.IntegrableOn g (f '' Set.Ici a) MeasureTheory.volume →
            MeasureTheory.IntegrableOn (fun x => (g ∘ f) x * f' x) (Set.Ici a) MeasureTheory.volume →
              ∫ (x : ℝ) in Set.Ioi a, (g ∘ f) x * f' x = ∫ (u : ℝ) in Set.Ioi (f a), g u

Change-of-variables formula for Ioi integrals of scalar-valued functions

Defined in
Mathlib.MeasureTheory.Integral.IntegralEqImproper
Cited by
1 results in Mathlib
Foundations
Depth 269 from the axioms · uses propext, Classical.choice, Quot.sound

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