§6.2 Integration by Parts and Taylor’s Formula

P roof. To get (2) at (I, t ) for I — s ,t multiply the iden­ tity f(s)g(s) - f(t)g(t) = f(t)[g(s) -g (t)] +g(t)[f{s) - f ( t )] + [/(s) - f(t)][9(s) ~ p(t)] through by Q {I,t) and apply (1).