This lecture delves into the concept of Fubini's theorem, extending the integration over rectangles to more complex regions like closed unit balls. The instructor explains how to split the integral over two domains and demonstrates the process with detailed examples, showcasing the flexibility of the method. By gradually adding rectangles, the lecture progresses to discussing the integration over a closed unit ball in two dimensions. The instructor illustrates the process step by step, emphasizing the importance of considering different regions and boundaries. The lecture concludes with examples involving triangles and the closed unit ball, showcasing the application of Fubini's theorem in various scenarios.