I'm not sure I understand what the problem is. Perhaps you could show
us something that you want to prove but cannot prove?
The term you showed looks fine to me for a double integral.
It doesn't matter if "x" in  "(\x. f x * y) : real -> real" is
unbounded, because "integral (a,b)" puts the bounds on.

On Mon, Dec 9, 2013 at 10:28 AM, 赵刚 <yefengl...@gmail.com> wrote:
> I just want to define a Double integral like "integral (c,d)(\y.
> integral(a,b)(\x. f x * y))"
> this define just can do on HOL4, but can't compute the internal
> integral,because the \x. belong to from negative infinity to positive
> infinity,but the variable of internal integral just belong to (a,b). So it's
> not equal,someone can help me ~very thanks!
>
>
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