Integration by Parts for Indefinite Lebesgue Integrals on a Compact Interval
lemmaAnalysislem:lebesgue-integration-by-parts-2026bLet be a real number, and let be measurable with respect to the trace Borel -algebra on and Lebesgue integrable over . Let and be real numbers and define
Then:
(i) The functions and are continuous on , the interval being regarded as a subset of the real line with the absolute value metric and carrying the same metric, and there is a real number with and for all .
(ii) The functions and are measurable and Lebesgue integrable over , and
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