Lecture

Differentiation under Integral Sign

In course

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Description

This lecture covers the concept of differentiation under the integral sign, comparing it with the Riemann integral. The instructor explains the process step by step, showing examples and discussing the assumptions required for the differentiation. The lecture emphasizes the application of Fatou's lemma and the dominated convergence theorem in the context of differentiation under the integral sign.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_wx3ey1ab

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