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Let $f: (a, b) \to \mathbb R$ be a function of bounded variation, and write

$$F(x) := \int_a^x f(t) \, dt$$

for the antiderivative. Is it true that at all but countably points of differentiability of $F$, we have $F’ = f$?

More precisely, let $D$ denote the set of differentiability of $F$. Does there exist some countable set $B \subset D$ of bad points such that $F’ = f$ on $D \setminus B$?

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2 Answers 2

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The answer is yes.

Indeed, since $f$ is of bounded variation, by changing values of $f$ at at most countably many points, without loss of generality assume that $f$ is right continuous. So, $f=g+h$, where $g$ is a continuous function and $h(x)=\sum_{y\in D\cap(a,x]}a_y$ for some at most countable subset $D$ of $(a,b)$, some real family $(a_y)_{y\in D}$ such that $\sum_{y\in D}|a_y|<\infty$, and all $x\in(a,b)$.

So, $D^c:=(a,b)\setminus D$ is the set of all points of continuity of $h$ and, equivalently, of $f$. Moreover, $D^c$ is the set of all points of differentiability of $F$, and $F'=f$ on $D^c$.

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  • $\begingroup$ Ah… you subtract off the points of discontinuity, which are only countably many. However, can we be sure that $F$ is not differentiable on $D$? $\endgroup$
    – Nate River
    Commented Oct 17 at 15:27
  • $\begingroup$ Oh, the left and right derivatives are different, nice. $\endgroup$
    – Nate River
    Commented Oct 17 at 15:28
  • $\begingroup$ @NateRiver : Yes, because $\sum_{y\in D}|a_y|<\infty$. $\endgroup$ Commented Oct 17 at 15:29
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    $\begingroup$ And so these jumps cannot interfere with the left and right derivatives - we have that their difference is $J$ exactly, where $J$ is the size of the jump. Very nice. $\endgroup$
    – Nate River
    Commented Oct 17 at 15:31
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Also we may say: a BV function is a difference of two increasing functions whose set of discontinuity are disjoint; an increasing function has at most countably many discontinuity points; the integral function $F$ of a monotone function $f$ is differentiable at $x$ iff $f$ is continuous at $x$, in which case $F'(x)=f(x)$.

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  • $\begingroup$ This charming theorem proves useful once again... $\endgroup$
    – Nate River
    Commented Oct 17 at 16:48
  • $\begingroup$ Ora also: every BV function on (a,b) is sum of an increasing function and a decreasing continuous function, so it is sufficient to consider the case of increasing $f$ $\endgroup$ Commented Oct 17 at 16:59

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