Bourbaki

Corollary

Tag 0899, permanent. Cite it as [Bourbaki, Tag 0899].

Functions of a Real Variable, chapter II, § 3. DERIVATIVES AND INTEGRALS OF FUNCTIONS DEPENDING ON A PARAMETER

If the partial derivative fα′(x,α)\mathbf{f}'_{\alpha}(x, \alpha) exists on I×VI \times V and is a continuous function of (x,α)(x, \alpha) on this set, then the function gg admits a derivative given by the formula (12) at the point α0\alpha_0.

Indeed, if W is a compact neighbourhood of α0\alpha_0 contained in V, then the map (x,α)↦fα′(x,α)(x, \alpha) \mapsto \mathbf{f}'_{\alpha}(x, \alpha) is uniformly continuous on the compact set I×WI \times W, so fα′(x,α)\mathbf{f}'_{\alpha}(x, \alpha) tends to fα′(x,α0)\mathbf{f}'_{\alpha}(x, \alpha_0) uniformly on I as α\alpha tends to α0\alpha_0.

From prop. 5 one deduces a more general proposition which allows one to evaluate the derivative of an integral when, not only the integrand f\mathbf{f}, but also the limits of integration, depend on a parameter α\alpha:

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.