Product Rule and Reflection for Indefinite Riemann Integrals
lemmaAnalysislem:riemann-product-rule-reflection-2026bLet be real numbers. All integrals below are Riemann integrals of continuous functions — each interval being regarded as a subset of the real line with the absolute value metric and carrying the same metric — which exist by claim 3 of the integral toolkit on a compact interval, with the degenerate-interval convention of Mean-Square Riemann Integral of a Family of Random Variables.
1. (Product rule) Let be continuous, let be real numbers, and define
Then , , and are continuous on , and for every
2. (Reflection) Let be continuous. Then the function is continuous on , and for every
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