Let
is integrable for all is differentiable for all- for some integrable
and for all ,
\left\lvert \frac{\partial f}{\partial t}(t,x) \right\rvert \leq g(x)
F(t)=\int_{E} f(t,x) \mu(dx)
\frac{d}{dt} F(t)=\int_{E} \frac{\partial f}{\partial t}(t,x)\mu(dx)