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A formalization of the change of variables formula for integrals in mathlib

07/26/2022

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by Sébastien Gouëzel, et al.

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We report on a formalization of the change of variables formula in integrals, in the mathlib library for Lean. Our version of this theorem is extremely general, and builds on developments in linear algebra, analysis, measure theory and descriptive set theory. The interplay between these domains is transparent thanks to the highly integrated development model of mathlib.

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