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    Please see attached file.

    The notes suggest integrating by parts to reach the second line. However, the integration should be w.r.t to x yet it seems he has integrated w.r.t t in the first term, can anyone explain what's gone on to me please?
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    (Original post by barnisaurusrex)
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    In the case you're concerned about, he's integrated by parts w.r.t. t (effectively doing so "inside the 2nd integral sign", in the same way that \frac{d}{d\alpha}  \int f(x, \alpha) \,dx = \int \frac{d}{d\alpha} f(x\,alpha) \,dx (where some of those d's should be partial, but I can' tbe bothered to LaTeX it that way).
 
 
 
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