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Hi I am just calculating an integral and I want to put the differential under the integral sign . I know that to get $D_x \int_E f(x,y)dy = \int_E D_xf(x,y)dy$ , need a $g(y)\in L^1(R)$ s.t $|D_xf(x,y)|\leq g(y)$ .

now my $ f(x,y)$ is $e^{-ixy}$ and E is a bounded interval on the real line , and I cant find an integrable fucntion which bounds $|D_xf(x,y)|$. Could anyone here help me ? Thanks in advance.

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Since $ |\partial_x f(x,y)| = |y|, $ you can take $g(y)=y$ on $E$ and zero otherwise.

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    You are right, my mistake. I need to finish my morning coffee :)2012-08-28