[Math] Does every differentiable function have integrable derivative

derivativesintegration

While it would seem to be true, I have found that there are examples of functions that are differentiable but not Riemann Integrable. Would a step function, for example, be integrable but not Riemann Integrable? So would all differentiable functions still be integrable in the general sense?

Best Answer

If you take integrability in the sense of Henstock-Kurzweil then the answer to the question of the title of your post is yes! The amazing thing about the Henstock-Kuzweil integral is then that the fundamental theorem of calculus is valid for every differentiable function, without further assumptions: let $$ f\colon [a,b]\rightarrow\mathbf R $$ be a differentiable function. Then $f'$ is HK-integrable and $$ \int_a^bf'=f(b)-f(a). $$ The proof is very easy and a true marvel, showing that the HK-integral deserves much more attention than it gets.