I think my questions relates to this other: "[counterexamples to differentiation under integral sign][1]" In fact, it provides a counterexample Consider $f(x,y)=y^3e^{-y^2x}$ and define $F(y) =\int_0^{\infty}f(x,y)dx$ We have that $F'(0)\not = \int_0^{\infty} \frac{\partial f}{\partial y}(x,0)dx$ (We calculate $F'(0)$ essentially using Monotone convergence theorem we can show that, for $y\in \mathbb{R}\setminus\{0\} $, $F(y)=y$ moreover $F(0)=0$ so $F'(0)=1$) Now, I want to understand which hypothesis of Theorem 2 [at this page][2] does not hold. Obviously the third hypothesis does not hold, but I want to consider the case in which we replace it by a weacker condition: "For each $b \in \mathbb{R}$, there exists an open interval $b\in J$ and an integrable function $g(x)$ over $(0, \infty)$ ,such that $| \frac{\partial f}{\partial y}(x,y)| \leq g(x)$ for every $y\in J$ and $\forall x$" Now, the first hypothesis certainly holds as $\forall y, \ x\rightarrow f(x,y)$ is integrable $(0,\infty)$ by comparison with $e^{-kx}$ for appropriate positive value of $k$ Moreover $ \frac{\partial f}{\partial y}(x,y)$ exists everywhere... So is the last hypothesis to be problematic but I can't see how as I can bound $y$ in $J$ and then just use some linear combination of $e^{-kx}$ and $ xe^{-lx}$ for suitable $k,l$ as they are both integrable over $(0,\infty)$ Thank you very much! [1]: https://mathoverflow.net/questions/105769/counterexamples-to-differentiation-under-integral-sign [2]: https://planetmath.org/differentiationundertheintegralsign "at this page"