Let $K(x,\omega) \in C^{\infty}(\Omega \times \Omega)$, where $\Omega$ is a domain in $\mathbb{R}^{n}$. Let $\mu$ be a probability measure on $\Omega$. My question is under which conditions an equality $ L\int\limits_{\Omega} K(\cdot,\omega) \, \mu(d \omega) = \int\limits_{\Omega} LK(\cdot,\omega) \, \mu(d\omega) $ holds for any $L \in (C^{\infty}(\Omega))^{*}$?
Action of linear functional on integral depending of parameter
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measure-theory
distribution-theory
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0Using the notion of the tensor product of distributions it can easy be shown that the equality holds forever. – 2012-05-08