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Let $y(t)=\int_{-\infty}^0x(t+\tau)e^{\lambda\tau}\,{\rm d}\tau$, where $x(t)$ is an integrable function. Then how can we prove that $\frac{\rm d}{{\rm d}t}y(t)=x-\lambda y$?

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    How can $\tau$ be a constant if we integrate with respect to it?2017-02-01
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    Sorry. It was a mistake.2017-02-05
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    Google Differentiation Under the Integral Sign.2017-02-05

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