Lecture

Integral: change of variable formula

Description

This lecture covers the change of variable formula for integrals, where given a continuous function f on an interval [a, b] and a function $ mapping [a, b] to [a, b], both of class C², with specific conditions, the formula for the integral of f(x) can be transformed using the change of variable. The proof involves showing the existence of a primitive function for f and utilizing the Fundamental Theorem of Calculus. Various examples and remarks are provided to illustrate the concept.

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