Published online by Cambridge University Press: 20 November 2018
We shall consider a space S, a σ-algebra M of subsets of S, a measure μ defined on M, and the μ-integrals of certain μ-integrable functions f. To each point x of a certain set E of S we associate certain ones of the sets V ∈ M and form the quotients ∫ vf(x)dμ(x)/μ(V) for each such set V. In case these quotients tend to f(x) as the sets V converge to x in accordance with a definition we adopt in §2, then we say that the integral of f is differentiable or derivable at x. It is of interest to assert conditions that ensure the differentiability of a given integral or class of integrals at μ-almost all points of E.