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Mathematical Economics and Finance

Mathematical Economics and Finance

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Published by: HyunSu_An_8219 on May 04, 2011
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05/29/2012

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This theorem sets out the precise rules for cancelling integration and differentia-
tion operations.

Theorem 2.9.1 (Fundamental Theorem of Calculus) The integration and dif-
ferentiation operators are inverses in the following senses:

1.

d

db

b
a

f(x)dx = f(b)

2.

b
a

f (x)dx = f(b)f(a)

This can be illustrated graphically using a picture illustrating the use of integration
to compute the area under a curve.

2

Should this not be the closed interval?

Revised: December 2, 1998

CHAPTER 3. CONVEXITY AND OPTIMISATION

27

Chapter 3

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