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I'm having difficulty justifying the change of limits in the derivation of the Riemann-Liouville derivative at xuru.org. What I don't undestand is how $\int_0^{t_2}$ becomes $\int_{t_1}^x$ in the following statement,

$\int_0^x \int_0^{t_2} f(t_1) dt_1 dt_2 = \int_0^x \int_{t_1}^x f(t_1) dt_2 dt_1$

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    There is a typo in your second integral, where one of the lower limits should be $t_1$ instead of $t_2$. Actually, I now speculate that that misreading may be the entire source of your question, so I am deleting my answer. Please clarify if there is something else.2010-10-16
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    I've fixed the typo, but I still don't understand the reason for the change in the integral. Would you kindly consider reposting your answer. Thanks.2010-10-16
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    Thanks. I just undeleted my answer.2010-10-16

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