Wednesday, 10 February 2016

real analysis - find a certain L1(R) function

Hi I am just calculating an integral and I want to put the differential under the integral sign . I know that to get DxEf(x,y)dy=EDxf(x,y)dy , need a g(y)L1(R) s.t |Dxf(x,y)|g(y) .



now my f(x,y) is eixy and E is a bounded interval on the real line , and I cant find an integrable fucntion which bounds |Dxf(x,y)|. Could anyone here help me ? Thanks in advance.

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