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Differentiation Under the Integral Sign

. The American Mathematical Monthly, 80 (6): 615-627 (June 1973)
DOI: 10.2307/2319163

Abstract

The Leibniz rule for differentiation of a definite integral is discussed. Alternative methods of proof are given. The result is generalised to an arbitrary number of dimensions with special cases of a surface and volume integral given as examples.

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