Hi,

I am unsure how to differentiate an integral. The specific problem I am working on at the moment is:

$\displaystyle \frac{\partial }{\partial T} \int_t^T F(t;s) ds $

s is a dummy variable used to represent T. The solution to this is

$\displaystyle F(t;T) $

...but I am unsure why we would get this.

Thanks in advance.

Peter